+58.2%
DIA vs ASTS
+636.6%
-578.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -15.2% | +11.7% | -3.1% |
| 7D | -1.6% | -29.9% | +28.3% | -0.7% |
| 30D | 0.0% | -52.2% | +52.1% | +1.9% |
| 3M | -4.9% | -55.8% | +50.9% | -3.0% |
| 6M | +5.0% | -52.7% | +57.8% | +6.4% |
| YTD | +8.2% | -58.4% | +66.6% | +9.5% |
| 1Y | +10.3% | -57.1% | +67.4% | +11.3% |
| All | +58.2% | +636.6% | -578.4% | +53.5% |
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