+244.8%
ASTS vs DXCM
+105.4%
+139.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -8.3% |
| 7D | -9.3% | -3.7% | -5.6% | -8.5% |
| 30D | -33.9% | -5.0% | -28.9% | -33.2% |
| 3M | -51.0% | -8.8% | -42.2% | -50.1% |
| 6M | -55.1% | +31.9% | -87.0% | -58.8% |
| YTD | -53.6% | +20.4% | -74.0% | -56.3% |
| 1Y | -51.0% | +45.7% | -96.7% | -55.6% |
| 3Y | +681.7% | -15.0% | +696.7% | +649.0% |
| 5Y | +182.4% | -48.5% | +230.9% | +183.0% |
| All | +244.8% | +105.4% | +139.4% | +227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling