+244.8%
ASTS vs HAL
+87.2%
+157.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.7% |
| 7D | -9.3% | -6.5% | -2.8% | -8.3% |
| 30D | -33.9% | -2.1% | -31.8% | -33.6% |
| 3M | -51.0% | -4.9% | -46.2% | -50.6% |
| 6M | -55.1% | -19.3% | -35.8% | -53.8% |
| YTD | -53.6% | +14.3% | -67.9% | -54.6% |
| 1Y | -51.0% | +17.3% | -68.3% | -52.1% |
| 3Y | +681.7% | -10.9% | +692.6% | +668.2% |
| 5Y | +182.4% | +47.4% | +135.0% | +166.1% |
| All | +244.8% | +87.2% | +157.6% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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