+117.3%
DDOG vs ASTS
+1,473.5%
-1,356.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -10.1% | +7.3% | -17.5% | -10.6% |
| 30D | -24.8% | -8.9% | -15.9% | -24.5% |
| 3M | -12.6% | -41.9% | +29.3% | -10.5% |
| 6M | +79.9% | -40.6% | +120.5% | +82.4% |
| YTD | +56.6% | -14.2% | +70.8% | +53.3% |
| 1Y | +61.6% | +48.9% | +12.7% | +50.7% |
| All | +117.3% | +1,473.5% | -1,356.2% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling