+264.6%
ASTS vs DAL
+68.1%
+196.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.2% | -11.3% | -6.9% |
| 7D | -15.8% | +11.1% | -26.9% | -19.6% |
| 30D | -39.0% | +7.7% | -46.8% | -41.0% |
| 3M | -49.3% | -3.5% | -45.8% | -48.8% |
| 6M | -47.9% | +31.3% | -79.3% | -53.4% |
| YTD | -51.0% | +30.0% | -80.9% | -56.0% |
| 1Y | -49.2% | +62.1% | -111.2% | -57.9% |
| 3Y | +760.4% | +176.6% | +583.7% | +499.8% |
| 5Y | +185.6% | +126.2% | +59.5% | +105.7% |
| All | +264.6% | +68.1% | +196.5% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling