-17.7%
DIS vs ASTS
+537.8%
-555.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -2.6% | +7.3% | -9.9% | -3.0% |
| 30D | +3.5% | -8.9% | +12.4% | +3.9% |
| 3M | +6.8% | -41.9% | +48.7% | +9.4% |
| 6M | +3.0% | -40.6% | +43.6% | +4.3% |
| YTD | -6.7% | -14.2% | +7.5% | -8.3% |
| 1Y | -10.1% | +48.9% | -58.9% | -15.8% |
| 3Y | +33.0% | +1,461.7% | -1,428.6% | -3.3% |
| 5Y | -40.0% | +404.1% | -444.1% | -55.1% |
| All | -17.7% | +537.8% | -555.5% | -44.3% |
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