+762.5%
ASTS vs HUBB
+57.4%
+705.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.5% | -4.9% |
| 7D | +14.2% | +4.6% | +9.7% | +11.2% |
| 30D | -26.7% | -8.4% | -18.3% | -21.8% |
| 3M | -53.6% | -14.3% | -39.2% | -48.1% |
| 6M | -52.7% | -9.3% | -43.4% | -49.8% |
| YTD | -52.5% | -0.5% | -52.0% | -53.2% |
| 1Y | -46.5% | -2.1% | -44.4% | -46.2% |
| All | +762.5% | +57.4% | +705.1% | +702.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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