+264.6%
ASTS vs DLR
+83.6%
+181.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -5.4% |
| 7D | -15.8% | +2.8% | -18.6% | -16.9% |
| 30D | -39.0% | +2.8% | -41.8% | -39.7% |
| 3M | -49.3% | -4.0% | -45.3% | -48.1% |
| 6M | -47.9% | -5.6% | -42.3% | -46.5% |
| YTD | -51.0% | +21.9% | -72.9% | -55.5% |
| 1Y | -49.2% | +13.0% | -62.2% | -51.9% |
| 3Y | +760.4% | +52.2% | +708.1% | +620.5% |
| 5Y | +185.6% | +40.3% | +145.3% | +131.6% |
| All | +264.6% | +83.6% | +181.0% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling