+2,296.2%
ASTS vs AHR
+357.7%
+1,938.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.2% |
| 7D | 0.0% | -4.3% | +4.4% | +1.2% |
| 30D | -9.2% | -3.1% | -6.2% | -8.6% |
| 3M | -29.6% | +15.7% | -45.3% | -33.9% |
| 6M | -30.5% | +4.1% | -34.5% | -32.2% |
| YTD | -14.1% | +15.4% | -29.5% | -20.4% |
| 1Y | +69.1% | +28.0% | +41.2% | +47.4% |
| All | +2,296.2% | +357.7% | +1,938.5% | +1,436.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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