-43.2%
ASTS vs DLR
+11.2%
-54.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.5% |
| 7D | +2.8% | -2.0% | +4.8% | +5.8% |
| 30D | -28.8% | +0.5% | -29.4% | -28.3% |
| 3M | -48.9% | -4.4% | -44.5% | -46.1% |
| 6M | -55.6% | -6.4% | -49.2% | -51.5% |
| YTD | -49.6% | +19.5% | -69.1% | -65.8% |
| All | -43.2% | +11.2% | -54.4% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling