+537.8%
ASTS vs HBM
+649.5%
-111.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +7.3% | -6.4% | +13.7% | +9.6% |
| 30D | -8.9% | +5.9% | -14.8% | -10.4% |
| 3M | -41.9% | -8.9% | -33.0% | -40.3% |
| 6M | -40.6% | +10.7% | -51.3% | -42.6% |
| YTD | -14.2% | +38.3% | -52.5% | -22.0% |
| 1Y | +48.9% | +121.3% | -72.5% | +19.8% |
| 3Y | +1,461.7% | +450.6% | +1,011.1% | +908.5% |
| 5Y | +404.1% | +338.0% | +66.1% | +230.4% |
| All | +537.8% | +649.5% | -111.8% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling