+653.1%
ASTS vs ALHC
+25.6%
+627.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.1% | -8.1% | -14.8% |
| 7D | -29.9% | -6.2% | -23.7% | -29.6% |
| 30D | -52.2% | -9.7% | -42.5% | -51.9% |
| 3M | -55.8% | -44.7% | -11.1% | -54.9% |
| 6M | -52.7% | -58.7% | +6.0% | -51.3% |
| YTD | -58.4% | -61.7% | +3.3% | -57.1% |
| 1Y | -57.1% | -55.7% | -1.4% | -55.7% |
| All | +653.1% | +25.6% | +627.5% | +815.2% |
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