+230.9%
ASTS vs DLTR
+18.0%
+212.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.9% | +12.0% | +8.1% |
| 7D | -21.1% | -2.0% | -19.0% | -20.9% |
| 30D | -46.7% | +12.8% | -59.5% | -48.3% |
| 3M | -52.0% | +1.1% | -53.1% | -52.5% |
| 6M | -54.3% | +35.9% | -90.1% | -58.2% |
| YTD | -55.5% | +6.6% | -62.1% | -57.1% |
| 1Y | -50.5% | +28.6% | -79.1% | -54.4% |
| 3Y | +706.2% | +14.0% | +692.2% | +636.2% |
| 5Y | +165.2% | +19.2% | +146.0% | +149.3% |
| All | +230.9% | +18.0% | +212.9% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling