+160.4%
ASTS vs HL
+109.2%
+51.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.9% |
| 7D | +0.8% | -11.1% | +12.0% | +5.1% |
| 30D | -22.6% | -12.1% | -10.6% | -19.2% |
| 3M | -54.4% | -26.1% | -28.3% | -49.8% |
| 6M | -56.4% | -37.7% | -18.7% | -49.9% |
| YTD | -55.1% | -31.7% | -23.4% | -49.5% |
| 1Y | -46.9% | -11.6% | -35.3% | -43.8% |
| 3Y | +715.0% | +249.6% | +465.4% | +493.2% |
| All | +160.4% | +109.2% | +51.2% | +108.3% |
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