+1,505.9%
ASTS vs HSY
-11.4%
+1,517.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +7.3% | -3.3% | +10.6% | +7.6% |
| 30D | -8.9% | -2.8% | -6.1% | -8.8% |
| 3M | -41.9% | -4.5% | -37.4% | -41.8% |
| 6M | -40.6% | -24.2% | -16.4% | -38.9% |
| YTD | -14.2% | -2.7% | -11.5% | -14.7% |
| 1Y | +48.9% | -3.7% | +52.6% | +47.9% |
| All | +1,505.9% | -11.4% | +1,517.3% | +1,321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 3y: compounded portfolio wealth divided by compounded HSY 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…
3y analysis · Full analysis span regression · 6 months rolling