+277.6%
ASTS vs DLR
+78.9%
+198.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.4% | +10.7% | +12.3% |
| 7D | +1.5% | +2.4% | -0.8% | +0.8% |
| 30D | -27.6% | +0.7% | -28.4% | -27.3% |
| 3M | -48.7% | -6.4% | -42.3% | -46.4% |
| 6M | -50.8% | -6.5% | -44.3% | -49.0% |
| YTD | -49.2% | +18.8% | -68.0% | -53.0% |
| 1Y | -46.7% | +9.0% | -55.7% | -48.4% |
| 3Y | +793.2% | +54.5% | +738.7% | +649.6% |
| 5Y | +195.6% | +35.8% | +159.8% | +144.4% |
| All | +277.6% | +78.9% | +198.7% | +206.2% |
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