+537.8%
ASTS vs HIG
+180.9%
+356.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +7.3% | +0.3% | +7.0% | +7.3% |
| 30D | -8.9% | -3.2% | -5.7% | -8.5% |
| 3M | -41.9% | +9.1% | -51.1% | -43.1% |
| 6M | -40.6% | -1.8% | -38.8% | -40.7% |
| YTD | -14.2% | +1.8% | -16.0% | -15.0% |
| 1Y | +48.9% | +4.6% | +44.3% | +46.3% |
| 3Y | +1,461.7% | +101.6% | +1,360.0% | +1,246.1% |
| 5Y | +404.1% | +124.5% | +279.6% | +329.4% |
| All | +537.8% | +180.9% | +356.9% | +442.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling