+428.0%
DDOG vs ASTS
+277.6%
+150.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.1% | -13.8% | -1.2% |
| 7D | -16.9% | +1.5% | -18.4% | -17.1% |
| 30D | -38.8% | -27.6% | -11.1% | -36.7% |
| 3M | -23.2% | -48.7% | +25.5% | -18.2% |
| 6M | -10.3% | -50.8% | +40.6% | -5.9% |
| YTD | +32.1% | -49.2% | +81.3% | +34.0% |
| 1Y | -6.1% | -46.7% | +40.6% | -6.1% |
| 3Y | +79.2% | +793.2% | -714.0% | +6.8% |
| 5Y | -8.6% | +195.6% | -204.2% | -42.8% |
| All | +428.0% | +277.6% | +150.4% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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