+160.9%
ASTS vs ALHC
-61.5%
+222.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +7.5% |
| 7D | -21.1% | +1.0% | -22.1% | -21.2% |
| 30D | -46.7% | -14.2% | -32.5% | -45.5% |
| 3M | -52.0% | -45.1% | -6.9% | -48.0% |
| 6M | -54.3% | -59.5% | +5.3% | -49.2% |
| YTD | -55.5% | -62.8% | +7.3% | -49.9% |
| 1Y | -50.5% | -55.5% | +5.0% | -45.9% |
| 3Y | +706.2% | +25.7% | +680.5% | +547.5% |
| 5Y | +165.2% | -66.8% | +232.0% | +145.9% |
| All | +160.9% | -61.5% | +222.4% | +164.7% |
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