+178.5%
ASTS vs ALHC
-60.6%
+239.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.3% | -5.4% |
| 7D | +14.2% | -0.8% | +15.0% | +14.2% |
| 30D | -26.7% | -9.6% | -17.1% | -25.7% |
| 3M | -53.6% | -44.5% | -9.0% | -49.8% |
| 6M | -52.7% | -59.2% | +6.5% | -47.4% |
| YTD | -52.5% | -62.0% | +9.5% | -46.8% |
| 1Y | -46.5% | -54.8% | +8.3% | -41.8% |
| 3Y | +700.5% | +25.0% | +675.5% | +545.3% |
| 5Y | +168.5% | -65.3% | +233.8% | +148.2% |
| All | +178.5% | -60.6% | +239.1% | +181.3% |
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