+426.3%
DDOG vs ASTS
+230.9%
+195.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.5% | +1.8% |
| 7D | -23.9% | -21.1% | -2.8% | -21.9% |
| 30D | -34.0% | -46.7% | +12.7% | -29.6% |
| 3M | -21.9% | -52.0% | +30.1% | -16.2% |
| 6M | +24.6% | -54.3% | +78.8% | +31.4% |
| YTD | +31.7% | -55.5% | +87.1% | +35.6% |
| 1Y | -6.2% | -50.5% | +44.3% | -5.4% |
| 3Y | +125.1% | +706.2% | -581.2% | +35.3% |
| 5Y | -3.5% | +165.2% | -168.7% | -38.7% |
| All | +426.3% | +230.9% | +195.4% | +192.8% |
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