+116.8%
DIA vs ASTS
+253.1%
-136.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | -0.2% |
| 7D | +1.6% | +14.2% | -12.6% | +1.0% |
| 30D | +1.2% | -26.7% | +27.9% | +2.2% |
| 3M | -2.4% | -53.6% | +51.2% | 0.0% |
| 6M | +5.7% | -52.7% | +58.4% | +7.5% |
| YTD | +9.9% | -52.5% | +62.4% | +11.0% |
| 1Y | +9.8% | -46.5% | +56.3% | +10.0% |
| 3Y | +59.8% | +700.5% | -640.7% | +39.6% |
| 5Y | +57.7% | +168.5% | -110.8% | +38.6% |
| All | +116.8% | +253.1% | -136.3% | +72.7% |
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 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