+230.9%
ASTS vs DLR
+73.0%
+157.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.3% | +7.2% |
| 7D | -21.1% | -3.6% | -17.5% | -19.2% |
| 30D | -46.7% | -3.5% | -43.2% | -45.3% |
| 3M | -52.0% | -8.9% | -43.1% | -49.2% |
| 6M | -54.3% | -11.6% | -42.7% | -51.2% |
| YTD | -55.5% | +14.9% | -70.4% | -58.1% |
| 1Y | -50.5% | +6.4% | -56.9% | -51.5% |
| 3Y | +706.2% | +47.3% | +659.0% | +591.5% |
| 5Y | +165.2% | +32.8% | +132.4% | +122.6% |
| All | +230.9% | +73.0% | +157.9% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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