+706.2%
ASTS vs HBM
+348.5%
+357.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.4% | +6.1% |
| 7D | -21.1% | -3.6% | -17.4% | -19.0% |
| 30D | -46.7% | -19.2% | -27.5% | -39.4% |
| 3M | -52.0% | -20.5% | -31.5% | -44.9% |
| 6M | -54.3% | -12.8% | -41.4% | -51.0% |
| YTD | -55.5% | +5.4% | -60.9% | -57.5% |
| 1Y | -50.5% | +33.0% | -83.4% | -58.2% |
| 3Y | +706.2% | +357.3% | +348.9% | +222.3% |
| All | +706.2% | +348.5% | +357.7% | +222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling