+147.7%
ASTS vs DXCM
-46.6%
+194.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.5% | -10.7% | -13.9% |
| 7D | -29.9% | +5.7% | -35.5% | -31.1% |
| 30D | -52.2% | +1.3% | -53.4% | -52.3% |
| 3M | -55.8% | +2.2% | -58.0% | -56.3% |
| 6M | -52.7% | +42.0% | -94.7% | -58.7% |
| YTD | -58.4% | +27.3% | -85.7% | -62.1% |
| 1Y | -57.1% | +42.5% | -99.6% | -62.1% |
| 3Y | +629.5% | -13.3% | +642.8% | +576.1% |
| 5Y | +147.7% | -46.8% | +194.6% | +206.6% |
| All | +147.7% | -46.6% | +194.4% | +206.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling