+815.5%
ASTS vs HIG
+95.7%
+719.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.7% |
| 7D | +2.8% | -0.7% | +3.5% | +2.8% |
| 30D | -28.8% | +5.4% | -34.2% | -28.6% |
| 3M | -48.9% | -0.9% | -47.9% | -48.6% |
| 6M | -55.6% | +4.8% | -60.4% | -55.8% |
| YTD | -49.6% | +0.9% | -50.5% | -49.4% |
| 1Y | -46.1% | +6.5% | -52.5% | -46.7% |
| All | +815.5% | +95.7% | +719.8% | +1,679.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling