+538.9%
ASTS vs HALO
+601.0%
-62.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.4% |
| 7D | 0.0% | -2.1% | +2.1% | +0.6% |
| 30D | -9.2% | +4.6% | -13.9% | -10.4% |
| 3M | -29.6% | +50.2% | -79.9% | -37.2% |
| 6M | -30.5% | +57.6% | -88.1% | -39.2% |
| YTD | -14.1% | +59.6% | -73.6% | -25.1% |
| 1Y | +69.1% | +41.2% | +27.9% | +51.8% |
| 3Y | +1,525.5% | +178.9% | +1,346.7% | +1,082.9% |
| 5Y | +425.9% | +160.1% | +265.8% | +275.6% |
| All | +538.9% | +601.0% | -62.1% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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