+1,193.3%
ASTS vs AHR
+408.0%
+785.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -8.9% |
| 7D | -9.3% | +8.1% | -17.4% | -11.0% |
| 30D | -33.9% | +16.9% | -50.8% | -36.6% |
| 3M | -51.0% | +7.6% | -58.6% | -52.0% |
| 6M | -55.1% | +16.0% | -71.1% | -57.4% |
| YTD | -53.6% | +28.1% | -81.7% | -58.2% |
| 1Y | -51.0% | +22.8% | -73.8% | -54.9% |
| All | +1,193.3% | +408.0% | +785.3% | +707.1% |
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