+174.0%
ASTS vs DLR
+32.6%
+141.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.3% | +7.3% |
| 7D | -21.1% | -3.6% | -17.5% | -18.3% |
| 30D | -46.7% | -3.5% | -43.2% | -44.7% |
| 3M | -52.0% | -8.9% | -43.1% | -47.9% |
| 6M | -54.3% | -11.6% | -42.7% | -49.8% |
| YTD | -55.5% | +14.9% | -70.4% | -59.9% |
| 1Y | -50.5% | +6.4% | -56.9% | -52.5% |
| 3Y | +706.2% | +47.3% | +659.0% | +500.8% |
| All | +174.0% | +32.6% | +141.4% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling