+174.0%
ASTS vs DVA
+75.9%
+98.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +7.5% |
| 7D | -21.1% | +2.1% | -23.1% | -21.6% |
| 30D | -46.7% | +8.2% | -54.9% | -47.9% |
| 3M | -52.0% | +5.9% | -57.9% | -53.0% |
| 6M | -54.3% | -1.3% | -53.0% | -55.0% |
| YTD | -55.5% | +68.4% | -123.9% | -63.3% |
| 1Y | -50.5% | +57.5% | -107.9% | -58.3% |
| 3Y | +706.2% | +142.3% | +563.9% | +513.5% |
| All | +174.0% | +75.9% | +98.1% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling