+62.5%
DRAM vs ASTS
-55.0%
+117.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -3.8% |
| 7D | -16.6% | -15.8% | -0.9% | -11.4% |
| 30D | -26.9% | -39.0% | +12.2% | -13.6% |
| 3M | -17.8% | -49.3% | +31.5% | +2.9% |
| 6M | +6.2% | -47.9% | +54.2% | +25.5% |
| All | +62.5% | -55.0% | +117.5% | +109.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling