-49.2%
ASTS vs DVN
+39.9%
-89.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.2% | -5.7% |
| 7D | -15.8% | -13.9% | -1.8% | -18.7% |
| 30D | -39.0% | -8.0% | -31.0% | -39.8% |
| 3M | -49.3% | +0.8% | -50.1% | -48.2% |
| 6M | -47.9% | -12.8% | -35.2% | -46.8% |
| YTD | -51.0% | +22.7% | -73.7% | -53.4% |
| 1Y | -49.2% | +39.0% | -88.2% | -56.1% |
| All | -49.2% | +39.9% | -89.0% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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