+431.2%
ASTS vs HL
+235.4%
+195.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.1% |
| 7D | +7.3% | +1.5% | +5.9% | +7.0% |
| 30D | -8.9% | +25.1% | -33.9% | -15.1% |
| 3M | -41.9% | +22.9% | -64.8% | -45.5% |
| 6M | -40.6% | -4.9% | -35.7% | -40.4% |
| YTD | -14.2% | +7.8% | -22.0% | -16.5% |
| 1Y | +48.9% | +133.9% | -85.0% | +20.0% |
| 3Y | +1,461.7% | +380.9% | +1,080.8% | +923.0% |
| All | +431.2% | +235.4% | +195.8% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling