-46.3%
ASTS vs DVA
+52.7%
-99.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.0% | +17.1% | +14.4% |
| 7D | +1.5% | -0.1% | +1.6% | +1.3% |
| 30D | -27.6% | +3.5% | -31.1% | -28.1% |
| 3M | -48.7% | +1.0% | -49.7% | -49.1% |
| 6M | -50.8% | -6.6% | -44.2% | -51.2% |
| YTD | -49.2% | +63.3% | -112.5% | -57.4% |
| All | -46.3% | +52.7% | -99.0% | -54.4% |
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 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