+1,505.9%
ASTS vs ALHC
+136.3%
+1,369.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -0.6% | +7.9% | +7.4% |
| 30D | -8.9% | -1.0% | -7.9% | -8.9% |
| 3M | -41.9% | -10.2% | -31.8% | -41.7% |
| 6M | -40.6% | -28.3% | -12.3% | -40.1% |
| YTD | -14.2% | -31.4% | +17.2% | -13.2% |
| 1Y | +48.9% | -16.9% | +65.8% | +50.6% |
| All | +1,505.9% | +136.3% | +1,369.6% | +1,565.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling