+653.1%
ASTS vs HAS
+182.9%
+470.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.7% | -13.5% | -14.6% |
| 7D | -29.9% | 0.0% | -29.9% | -29.8% |
| 30D | -52.2% | +31.3% | -83.5% | -57.4% |
| 3M | -55.8% | +32.1% | -88.0% | -60.9% |
| 6M | -52.7% | +28.1% | -80.9% | -58.0% |
| YTD | -58.4% | +49.1% | -107.5% | -66.3% |
| 1Y | -57.1% | +60.5% | -117.6% | -66.6% |
| All | +653.1% | +182.9% | +470.2% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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