+41.5%
DRAM vs ASTS
-59.2%
+100.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +3.3% |
| 7D | -18.2% | -21.1% | +2.9% | -10.2% |
| 30D | -34.5% | -46.7% | +12.2% | -17.9% |
| 3M | -23.6% | -52.0% | +28.4% | -1.6% |
| 6M | -19.3% | -54.3% | +35.0% | +0.5% |
| All | +41.5% | -59.2% | +100.7% | +90.3% |
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 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