+160.4%
ASTS vs DVA
+64.3%
+96.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | +0.8% | -8.8% | +9.6% | +3.2% |
| 30D | -22.6% | -3.4% | -19.2% | -22.2% |
| 3M | -54.4% | -2.6% | -51.8% | -54.5% |
| 6M | -56.4% | -11.9% | -44.5% | -55.8% |
| YTD | -55.1% | +53.6% | -108.8% | -62.2% |
| 1Y | -46.9% | +41.9% | -88.8% | -54.2% |
| 3Y | +715.0% | +97.5% | +617.5% | +549.3% |
| All | +160.4% | +64.3% | +96.1% | +125.8% |
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