+57.5%
DIA vs ASTS
+688.5%
-631.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.6% |
| 7D | -0.9% | -21.1% | +20.1% | -0.3% |
| 30D | +0.3% | -46.7% | +47.0% | +1.9% |
| 3M | -4.5% | -52.0% | +47.5% | -2.7% |
| 6M | +3.4% | -54.3% | +57.6% | +4.8% |
| YTD | +7.8% | -55.5% | +63.3% | +8.9% |
| 1Y | +10.7% | -50.5% | +61.2% | +11.3% |
| 3Y | +57.5% | +706.2% | -648.7% | +52.6% |
| All | +57.5% | +688.5% | -631.0% | +52.6% |
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