+576.8%
ASTS vs DLTR
+11.6%
+565.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.6% | +11.7% | +7.3% |
| 7D | +18.5% | -5.8% | +24.3% | +19.9% |
| 30D | -8.1% | -5.2% | -2.8% | -7.3% |
| 3M | -28.2% | +15.2% | -43.4% | -31.0% |
| 6M | -26.1% | +7.1% | -33.2% | -28.4% |
| YTD | -9.0% | +0.8% | -9.8% | -10.8% |
| 1Y | +62.2% | +24.8% | +37.4% | +50.6% |
| 3Y | +1,621.9% | +6.9% | +1,615.0% | +1,502.8% |
| 5Y | +457.0% | +33.2% | +423.8% | +425.8% |
| All | +576.8% | +11.6% | +565.2% | +540.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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