+253.1%
ASTS vs DVN
+216.4%
+36.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.8% | -8.6% | -6.2% |
| 7D | +14.2% | +7.8% | +6.4% | +13.1% |
| 30D | -26.7% | -7.9% | -18.8% | -25.9% |
| 3M | -53.6% | +3.7% | -57.3% | -53.9% |
| 6M | -52.7% | +0.2% | -52.9% | -53.1% |
| YTD | -52.5% | +28.6% | -81.1% | -54.9% |
| 1Y | -46.5% | +34.6% | -81.1% | -49.6% |
| 3Y | +700.5% | +11.8% | +688.7% | +663.7% |
| 5Y | +168.5% | +37.6% | +130.9% | +156.5% |
| All | +253.1% | +216.4% | +36.7% | +228.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling