+277.6%
ASTS vs HPQ
+108.6%
+169.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.7% | +14.8% | +14.4% |
| 7D | +1.5% | -0.6% | +2.2% | +1.6% |
| 30D | -27.6% | -6.5% | -21.2% | -26.4% |
| 3M | -48.7% | -5.1% | -43.6% | -48.8% |
| 6M | -50.8% | +27.3% | -78.1% | -57.4% |
| YTD | -49.2% | +31.7% | -80.9% | -56.6% |
| 1Y | -46.7% | +13.0% | -59.7% | -51.5% |
| 3Y | +793.2% | +18.3% | +774.9% | +686.9% |
| 5Y | +195.6% | +7.4% | +188.2% | +172.2% |
| All | +277.6% | +108.6% | +169.0% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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