+1,505.9%
ASTS vs HAS
+44.2%
+1,461.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +7.3% | -1.8% | +9.1% | +8.2% |
| 30D | -8.9% | +2.3% | -11.1% | -9.9% |
| 3M | -41.9% | +10.4% | -52.3% | -44.9% |
| 6M | -40.6% | -3.2% | -37.4% | -40.5% |
| YTD | -14.2% | +15.4% | -29.6% | -21.9% |
| 1Y | +48.9% | +18.8% | +30.1% | +33.3% |
| All | +1,505.9% | +44.2% | +1,461.7% | +1,170.8% |
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