+715.0%
ASTS vs DLTR
+21.5%
+693.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -5.0% |
| 7D | +0.8% | +5.3% | -4.5% | -0.2% |
| 30D | -22.6% | +13.4% | -36.0% | -24.9% |
| 3M | -54.4% | +6.6% | -61.0% | -55.3% |
| 6M | -56.4% | +59.1% | -115.5% | -62.1% |
| YTD | -55.1% | +12.3% | -67.4% | -57.2% |
| 1Y | -46.9% | +33.9% | -80.8% | -52.1% |
| 3Y | +715.0% | +23.0% | +692.0% | +566.4% |
| All | +715.0% | +21.5% | +693.5% | +566.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling