-46.1%
ASTS vs DXCM
+42.7%
-88.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.5% |
| 7D | +2.8% | -9.2% | +12.0% | +5.7% |
| 30D | -28.8% | -6.5% | -22.4% | -27.4% |
| 3M | -48.9% | -10.3% | -38.6% | -47.3% |
| 6M | -55.6% | +35.4% | -91.1% | -65.4% |
| YTD | -49.6% | +21.1% | -70.6% | -55.1% |
| 1Y | -46.1% | +38.2% | -84.3% | -59.4% |
| All | -46.1% | +42.7% | -88.8% | -59.4% |
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