+653.1%
ASTS vs DAL
+162.4%
+490.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.3% | -10.9% | -12.3% |
| 7D | -29.9% | +4.6% | -34.4% | -32.2% |
| 30D | -52.2% | +2.3% | -54.5% | -53.0% |
| 3M | -55.8% | -8.1% | -47.7% | -53.4% |
| 6M | -52.7% | +21.4% | -74.1% | -58.9% |
| YTD | -58.4% | +24.3% | -82.7% | -64.8% |
| 1Y | -57.1% | +47.4% | -104.5% | -67.5% |
| All | +653.1% | +162.4% | +490.7% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling