+230.9%
ASTS vs DXCM
+104.1%
+126.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -6.0% | +13.0% | +8.4% |
| 7D | -21.1% | -3.5% | -17.6% | -20.6% |
| 30D | -46.7% | -5.8% | -40.9% | -46.0% |
| 3M | -52.0% | -4.3% | -47.7% | -51.7% |
| 6M | -54.3% | +31.6% | -85.8% | -58.1% |
| YTD | -55.5% | +19.6% | -75.1% | -58.0% |
| 1Y | -50.5% | +36.9% | -87.3% | -54.6% |
| 3Y | +706.2% | -16.3% | +722.5% | +674.5% |
| 5Y | +165.2% | -50.0% | +215.2% | +166.6% |
| All | +230.9% | +104.1% | +126.8% | +214.1% |
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