+230.9%
ASTS vs HON
+47.4%
+183.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.0% | +5.1% | +6.2% |
| 7D | -21.1% | +0.8% | -21.9% | -21.2% |
| 30D | -46.7% | +5.7% | -52.4% | -47.8% |
| 3M | -52.0% | -8.3% | -43.7% | -50.2% |
| 6M | -54.3% | -2.4% | -51.8% | -54.1% |
| YTD | -55.5% | +9.0% | -64.5% | -57.0% |
| 1Y | -50.5% | +9.2% | -59.7% | -52.3% |
| 3Y | +706.2% | +26.3% | +679.9% | +630.2% |
| 5Y | +165.2% | +9.1% | +156.1% | +145.1% |
| All | +230.9% | +47.4% | +183.5% | +201.5% |
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