+525.9%
DDOG vs ASTS
+537.8%
-11.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -10.1% | +7.3% | -17.5% | -10.9% |
| 30D | -24.8% | -8.9% | -15.9% | -24.3% |
| 3M | -12.6% | -41.9% | +29.3% | -8.7% |
| 6M | +79.9% | -40.6% | +120.5% | +84.1% |
| YTD | +56.6% | -14.2% | +70.8% | +51.0% |
| 1Y | +61.6% | +48.9% | +12.7% | +43.0% |
| 3Y | +117.9% | +1,461.7% | -1,343.8% | +21.4% |
| 5Y | +54.2% | +404.1% | -349.9% | -8.5% |
| All | +525.9% | +537.8% | -11.9% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling