+160.4%
ASTS vs HIG
+110.6%
+49.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.7% |
| 7D | +0.8% | +2.6% | -1.8% | -0.2% |
| 30D | -22.6% | +4.2% | -26.8% | -24.3% |
| 3M | -54.4% | +0.2% | -54.6% | -54.9% |
| 6M | -56.4% | +4.6% | -61.0% | -58.3% |
| YTD | -55.1% | +1.1% | -56.2% | -56.5% |
| 1Y | -46.9% | +4.7% | -51.6% | -49.9% |
| 3Y | +715.0% | +95.5% | +619.5% | +363.2% |
| All | +160.4% | +110.6% | +49.7% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling