+209.1%
ASTS vs DAL
+60.7%
+148.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.3% | -10.9% | -13.5% |
| 7D | -29.9% | +4.6% | -34.4% | -31.3% |
| 30D | -52.2% | +2.3% | -54.5% | -52.6% |
| 3M | -55.8% | -8.1% | -47.7% | -54.3% |
| 6M | -52.7% | +21.4% | -74.1% | -56.2% |
| YTD | -58.4% | +24.3% | -82.7% | -62.0% |
| 1Y | -57.1% | +47.4% | -104.5% | -63.0% |
| 3Y | +629.5% | +164.6% | +464.9% | +418.9% |
| 5Y | +147.7% | +100.2% | +47.5% | +82.9% |
| All | +209.1% | +60.7% | +148.4% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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