+230.9%
ASTS vs HIG
+172.0%
+58.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.3% | +7.4% |
| 7D | -21.1% | +1.1% | -22.1% | -21.3% |
| 30D | -46.7% | +5.6% | -52.3% | -47.3% |
| 3M | -52.0% | -6.9% | -45.1% | -51.6% |
| 6M | -54.3% | +1.3% | -55.6% | -54.7% |
| YTD | -55.5% | -1.5% | -54.0% | -55.8% |
| 1Y | -50.5% | +6.6% | -57.1% | -51.7% |
| 3Y | +706.2% | +91.2% | +615.0% | +598.9% |
| 5Y | +165.2% | +106.1% | +59.2% | +127.0% |
| All | +230.9% | +172.0% | +58.9% | +182.2% |
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