-49.2%
ASTS vs ALHC
-51.4%
+2.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.1% | -14.3% | -5.4% |
| 7D | -15.8% | -0.5% | -15.3% | -15.8% |
| 30D | -39.0% | -4.2% | -34.8% | -38.8% |
| 3M | -49.3% | -39.8% | -9.5% | -46.8% |
| 6M | -47.9% | -57.7% | +9.8% | -41.8% |
| YTD | -51.0% | -58.8% | +7.8% | -48.2% |
| 1Y | -49.2% | -52.4% | +3.2% | -53.0% |
| All | -49.2% | -51.4% | +2.3% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling