+230.9%
ASTS vs DAL
+64.2%
+166.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.2% |
| 7D | -21.1% | +8.8% | -29.9% | -23.8% |
| 30D | -46.7% | +5.4% | -52.1% | -47.8% |
| 3M | -52.0% | -4.9% | -47.1% | -51.0% |
| 6M | -54.3% | +19.8% | -74.1% | -57.5% |
| YTD | -55.5% | +27.0% | -82.5% | -59.6% |
| 1Y | -50.5% | +52.5% | -102.9% | -57.9% |
| 3Y | +706.2% | +173.8% | +532.4% | +466.9% |
| 5Y | +165.2% | +104.5% | +60.7% | +94.2% |
| All | +230.9% | +64.2% | +166.7% | +142.8% |
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