+277.6%
ASTS vs HON
+53.4%
+224.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.1% | +10.0% | +12.3% |
| 7D | +1.5% | +2.3% | -0.8% | +1.0% |
| 30D | -27.6% | +10.2% | -37.9% | -30.3% |
| 3M | -48.7% | -6.7% | -42.0% | -47.1% |
| 6M | -50.8% | +3.3% | -54.2% | -51.8% |
| YTD | -49.2% | +13.4% | -62.6% | -51.7% |
| 1Y | -46.7% | +14.7% | -61.4% | -49.6% |
| 3Y | +793.2% | +33.4% | +759.8% | +692.0% |
| 5Y | +195.6% | +12.7% | +182.9% | +169.0% |
| All | +277.6% | +53.4% | +224.2% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 10y: compounded portfolio wealth divided by compounded HON 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…
10y analysis · Full analysis span regression · 6 months rolling