+277.6%
ASTS vs DLTR
+23.5%
+254.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.6% | +9.5% | +13.1% |
| 7D | +1.5% | -1.0% | +2.5% | +1.7% |
| 30D | -27.6% | +15.7% | -43.3% | -30.1% |
| 3M | -48.7% | +4.8% | -53.6% | -49.6% |
| 6M | -50.8% | +45.6% | -96.5% | -55.7% |
| YTD | -49.2% | +11.6% | -60.8% | -51.5% |
| 1Y | -46.7% | +29.8% | -76.5% | -50.9% |
| 3Y | +793.2% | +20.8% | +772.4% | +706.7% |
| 5Y | +195.6% | +23.5% | +172.1% | +175.6% |
| All | +277.6% | +23.5% | +254.1% | +248.3% |
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