+538.9%
ASTS vs DVN
+233.1%
+305.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.8% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -9.2% | +8.0% | -17.2% | -10.2% |
| 3M | -29.6% | +11.9% | -41.6% | -31.1% |
| 6M | -30.5% | +10.6% | -41.1% | -32.1% |
| YTD | -14.1% | +35.4% | -49.4% | -18.9% |
| 1Y | +69.1% | +46.5% | +22.6% | +57.3% |
| 3Y | +1,525.5% | +3.0% | +1,522.6% | +1,464.4% |
| 5Y | +425.9% | +120.5% | +305.3% | +390.9% |
| All | +538.9% | +233.1% | +305.8% | +491.8% |
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