+431.2%
ASTS vs HBM
+349.4%
+81.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +7.3% | -6.4% | +13.7% | +10.7% |
| 30D | -8.9% | +5.9% | -14.8% | -11.2% |
| 3M | -41.9% | -8.9% | -33.0% | -39.6% |
| 6M | -40.6% | +10.7% | -51.3% | -44.0% |
| YTD | -14.2% | +38.3% | -52.5% | -26.7% |
| 1Y | +48.9% | +121.3% | -72.5% | +4.7% |
| 3Y | +1,461.7% | +450.6% | +1,011.1% | +645.0% |
| All | +431.2% | +349.4% | +81.8% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling