+413.2%
DDOG vs ASTS
+209.1%
+204.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -15.2% | +7.7% | -5.8% |
| 7D | -34.3% | -29.9% | -4.4% | -31.7% |
| 30D | -37.2% | -52.2% | +14.9% | -32.2% |
| 3M | -38.3% | -55.8% | +17.5% | -33.2% |
| 6M | +19.8% | -52.7% | +72.5% | +25.8% |
| YTD | +28.4% | -58.4% | +86.8% | +33.3% |
| 1Y | +12.7% | -57.1% | +69.7% | +15.2% |
| 3Y | +112.8% | +629.5% | -516.6% | +29.7% |
| 5Y | -5.9% | +147.7% | -153.6% | -39.8% |
| All | +413.2% | +209.1% | +204.1% | +187.7% |
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