-20.0%
DRAM vs ASTS
-56.1%
+36.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -15.2% | -2.7% | -11.5% |
| 7D | -28.5% | -29.9% | +1.4% | -17.0% |
| 30D | -37.8% | -52.2% | +14.3% | -17.2% |
| 3M | -31.1% | -55.8% | +24.7% | -6.4% |
| 6M | -20.0% | -52.7% | +32.7% | +5.9% |
| All | -20.0% | -56.1% | +36.1% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling