-31.2%
DIS vs ASTS
+138.7%
-169.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.2% | +13.8% | -0.5% |
| 7D | +5.7% | -29.9% | +35.6% | +7.8% |
| 30D | +12.7% | -52.2% | +64.8% | +17.5% |
| 3M | +15.2% | -55.8% | +71.0% | +20.4% |
| 6M | +17.6% | -52.7% | +70.3% | +20.6% |
| YTD | +3.8% | -58.4% | +62.2% | +6.0% |
| 1Y | +6.8% | -57.1% | +63.9% | +8.1% |
| 3Y | +42.1% | +629.5% | -587.4% | +3.5% |
| 5Y | -31.2% | +147.7% | -178.9% | -54.7% |
| All | -31.2% | +138.7% | -169.9% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling