+1,151.4%
ASTS vs AHR
+394.2%
+757.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.1% |
| 7D | +0.8% | -0.2% | +1.1% | +1.0% |
| 30D | -22.6% | +10.2% | -32.9% | -24.6% |
| 3M | -54.4% | +8.3% | -62.7% | -55.4% |
| 6M | -56.4% | +13.0% | -69.5% | -58.3% |
| YTD | -55.1% | +24.6% | -79.7% | -59.2% |
| 1Y | -46.9% | +22.2% | -69.2% | -51.5% |
| All | +1,151.4% | +394.2% | +757.2% | +686.8% |
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