+277.6%
ASTS vs HIG
+173.8%
+103.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.6% | +13.5% | +14.0% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -27.6% | +4.5% | -32.1% | -28.3% |
| 3M | -48.7% | -5.5% | -43.3% | -48.4% |
| 6M | -50.8% | +3.1% | -53.9% | -51.5% |
| YTD | -49.2% | -0.8% | -48.4% | -49.6% |
| 1Y | -46.7% | +6.1% | -52.8% | -47.9% |
| 3Y | +793.2% | +94.1% | +699.1% | +672.4% |
| 5Y | +195.6% | +106.4% | +89.2% | +152.9% |
| All | +277.6% | +173.8% | +103.8% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling