+197.7%
ASTS vs ALHC
-61.8%
+259.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -1.0% | +15.1% | +14.3% |
| 7D | +1.5% | +3.9% | -2.3% | +0.9% |
| 30D | -27.6% | -3.6% | -24.0% | -27.3% |
| 3M | -48.7% | -49.4% | +0.7% | -43.7% |
| 6M | -50.8% | -59.5% | +8.6% | -45.4% |
| YTD | -49.2% | -63.2% | +14.0% | -42.8% |
| 1Y | -46.7% | -55.5% | +8.8% | -41.8% |
| 3Y | +793.2% | +23.0% | +770.2% | +621.4% |
| 5Y | +195.6% | -65.7% | +261.3% | +174.3% |
| All | +197.7% | -61.8% | +259.6% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling