+253.1%
ASTS vs DLR
+82.2%
+170.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.5% |
| 7D | +14.2% | +5.0% | +9.2% | +11.4% |
| 30D | -26.7% | +3.0% | -29.7% | -27.3% |
| 3M | -53.6% | -6.3% | -47.3% | -51.6% |
| 6M | -52.7% | -4.8% | -47.9% | -51.5% |
| YTD | -52.5% | +21.0% | -73.5% | -56.5% |
| 1Y | -46.5% | +15.1% | -61.6% | -49.6% |
| 3Y | +700.5% | +56.0% | +644.5% | +567.1% |
| 5Y | +168.5% | +39.1% | +129.4% | +119.6% |
| All | +253.1% | +82.2% | +170.9% | +183.4% |
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