+57.3%
DRAM vs ASTS
-56.4%
+113.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.8% | +3.1% | -0.3% |
| 7D | +18.0% | +14.2% | +3.7% | +11.7% |
| 30D | -17.4% | -26.7% | +9.3% | -7.4% |
| 3M | -20.3% | -53.6% | +33.2% | +3.5% |
| 6M | -14.9% | -52.7% | +37.8% | +4.7% |
| All | +57.3% | -56.4% | +113.7% | +105.6% |
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