+48.9%
ASTS vs DXCM
+11.0%
+37.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +7.3% | -3.2% | +10.6% | +7.6% |
| 30D | -8.9% | +6.3% | -15.2% | -9.2% |
| 3M | -41.9% | +21.1% | -63.0% | -42.5% |
| 6M | -40.6% | +20.6% | -61.2% | -41.4% |
| YTD | -14.2% | +32.4% | -46.6% | -15.4% |
| 1Y | +48.9% | +8.8% | +40.0% | +35.5% |
| All | +48.9% | +11.0% | +37.9% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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