+62.2%
ASTS vs DVA
+31.4%
+30.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.3% | +6.4% |
| 7D | +18.5% | +2.2% | +16.3% | +18.1% |
| 30D | -8.1% | -2.0% | -6.1% | -7.9% |
| 3M | -28.2% | -6.3% | -21.9% | -28.3% |
| 6M | -26.1% | +19.4% | -45.5% | -30.5% |
| YTD | -9.0% | +58.5% | -67.5% | -23.0% |
| 1Y | +62.2% | +33.9% | +28.3% | +39.7% |
| All | +62.2% | +31.4% | +30.7% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling