-46.3%
ASTS vs HL
+6.2%
-52.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.5% | +9.6% | +11.4% |
| 7D | +1.5% | +13.8% | -12.3% | -6.2% |
| 30D | -27.6% | -9.7% | -17.9% | -23.0% |
| 3M | -48.7% | -8.5% | -40.2% | -46.8% |
| 6M | -50.8% | -17.2% | -33.7% | -47.3% |
| YTD | -49.2% | -19.6% | -29.6% | -46.2% |
| All | -46.3% | +6.2% | -52.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling