-8.7%
DIS vs ASTS
+230.9%
-239.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.8% |
| 7D | +5.2% | -21.1% | +26.3% | +6.5% |
| 30D | +11.5% | -46.7% | +58.1% | +15.1% |
| 3M | +11.5% | -52.0% | +63.5% | +15.6% |
| 6M | +8.9% | -54.3% | +63.1% | +11.8% |
| YTD | +3.4% | -55.5% | +58.9% | +5.1% |
| 1Y | +7.2% | -50.5% | +57.7% | +7.6% |
| 3Y | +43.3% | +706.2% | -662.9% | +8.3% |
| 5Y | -31.4% | +165.2% | -196.7% | -47.0% |
| All | -8.7% | +230.9% | -239.7% | -36.2% |
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