+277.6%
ASTS vs DVA
+215.1%
+62.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.0% | +17.1% | +14.7% |
| 7D | +1.5% | -0.1% | +1.6% | +1.3% |
| 30D | -27.6% | +3.5% | -31.1% | -28.4% |
| 3M | -48.7% | +1.0% | -49.7% | -49.2% |
| 6M | -50.8% | -6.6% | -44.2% | -50.9% |
| YTD | -49.2% | +63.3% | -112.5% | -55.9% |
| 1Y | -46.7% | +50.0% | -96.7% | -52.9% |
| 3Y | +793.2% | +120.1% | +673.2% | +643.1% |
| 5Y | +195.6% | +73.7% | +121.9% | +147.6% |
| All | +277.6% | +215.1% | +62.5% | +216.7% |
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