+253.1%
ASTS vs DVA
+195.6%
+57.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.1% | -0.7% | -4.7% |
| 7D | +14.2% | -10.7% | +24.9% | +16.8% |
| 30D | -26.7% | -4.4% | -22.3% | -26.2% |
| 3M | -53.6% | -4.1% | -49.5% | -53.4% |
| 6M | -52.7% | -13.2% | -39.5% | -52.0% |
| YTD | -52.5% | +53.2% | -105.7% | -58.2% |
| 1Y | -46.5% | +40.8% | -87.3% | -52.0% |
| 3Y | +700.5% | +109.7% | +590.7% | +573.7% |
| 5Y | +168.5% | +64.5% | +104.0% | +127.9% |
| All | +253.1% | +195.6% | +57.5% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling