+441.3%
DDOG vs ASTS
+233.7%
+207.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.4% |
| 7D | +2.9% | +0.8% | +2.0% | +2.6% |
| 30D | -31.6% | -22.6% | -9.0% | -29.8% |
| 3M | -27.0% | -54.4% | +27.4% | -21.2% |
| 6M | -10.3% | -56.4% | +46.1% | -4.7% |
| YTD | +35.4% | -55.1% | +90.5% | +39.1% |
| 1Y | -1.0% | -46.9% | +46.0% | -1.2% |
| 3Y | +76.7% | +715.0% | -638.3% | +6.0% |
| 5Y | -4.6% | +153.7% | -158.3% | -39.4% |
| All | +441.3% | +233.7% | +207.7% | +200.3% |
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