+117.6%
DIA vs ASTS
+274.8%
-157.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | +0.2% |
| 7D | -1.6% | +2.8% | -4.4% | -1.8% |
| 30D | +1.3% | -28.8% | +30.1% | +2.3% |
| 3M | -2.1% | -48.9% | +46.8% | 0.0% |
| 6M | +6.2% | -55.6% | +61.9% | +8.3% |
| YTD | +10.3% | -49.6% | +59.9% | +11.1% |
| 1Y | +11.0% | -46.1% | +57.1% | +11.2% |
| 3Y | +60.4% | +749.7% | -689.3% | +39.8% |
| 5Y | +59.1% | +193.2% | -134.1% | +39.5% |
| All | +117.6% | +274.8% | -157.2% | +73.0% |
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