+121.0%
DIA vs ASTS
+537.8%
-416.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.2% | +7.3% | -7.5% | -0.5% |
| 30D | -1.5% | -8.9% | +7.4% | -1.3% |
| 3M | +3.8% | -41.9% | +45.7% | +5.3% |
| 6M | +10.3% | -40.6% | +50.9% | +11.2% |
| YTD | +12.1% | -14.2% | +26.3% | +11.1% |
| 1Y | +18.6% | +48.9% | -30.2% | +14.5% |
| 3Y | +60.6% | +1,461.7% | -1,401.0% | +36.9% |
| 5Y | +64.4% | +404.1% | -339.7% | +41.7% |
| All | +121.0% | +537.8% | -416.7% | +72.9% |
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