+48.9%
ASTS vs HBM
+123.0%
-74.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | +7.3% | -6.4% | +13.7% | +12.0% |
| 30D | -8.9% | +5.9% | -14.8% | -12.1% |
| 3M | -41.9% | -8.9% | -33.0% | -39.4% |
| 6M | -40.6% | +10.7% | -51.3% | -46.2% |
| YTD | -14.2% | +38.3% | -52.5% | -33.5% |
| 1Y | +48.9% | +121.3% | -72.5% | +5.6% |
| All | +48.9% | +123.0% | -74.1% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling