+442.0%
DDOG vs ASTS
+274.8%
+167.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.7% | -5.3% | +2.4% |
| 7D | -2.3% | +2.8% | -5.1% | -2.8% |
| 30D | -35.8% | -28.8% | -7.0% | -33.6% |
| 3M | -25.3% | -48.9% | +23.6% | -20.4% |
| 6M | -8.9% | -55.6% | +46.8% | -3.4% |
| YTD | +35.6% | -49.6% | +85.2% | +37.6% |
| 1Y | -6.8% | -46.1% | +39.2% | -7.0% |
| 3Y | +77.9% | +749.7% | -671.8% | +6.8% |
| 5Y | -3.1% | +193.2% | -196.3% | -39.3% |
| All | +442.0% | +274.8% | +167.2% | +197.0% |
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