+125.1%
DDOG vs ASTS
+688.5%
-563.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.5% | +2.1% |
| 7D | -23.9% | -21.1% | -2.8% | -22.7% |
| 30D | -34.0% | -46.7% | +12.7% | -31.6% |
| 3M | -21.9% | -52.0% | +30.1% | -18.8% |
| 6M | +24.6% | -54.3% | +78.8% | +28.3% |
| YTD | +31.7% | -55.5% | +87.1% | +33.9% |
| 1Y | -6.2% | -50.5% | +44.3% | -5.8% |
| 3Y | +125.1% | +706.2% | -581.2% | +106.8% |
| All | +125.1% | +688.5% | -563.5% | +106.8% |
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 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