+1,539.7%
ASTS vs DVA
+85.7%
+1,454.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +7.3% | +1.8% | +5.5% | +6.8% |
| 30D | -8.9% | -2.5% | -6.4% | -8.3% |
| 3M | -41.9% | -4.3% | -37.7% | -42.1% |
| 6M | -40.6% | +18.9% | -59.5% | -45.5% |
| YTD | -14.2% | +61.9% | -76.2% | -31.9% |
| 1Y | +48.9% | +35.7% | +13.1% | +26.8% |
| All | +1,539.7% | +85.7% | +1,454.0% | +1,115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling