+431.2%
ASTS vs HUBB
+147.2%
+284.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | +0.5% | +6.8% | +7.0% |
| 30D | -8.9% | -10.0% | +1.1% | -1.6% |
| 3M | -41.9% | -4.8% | -37.2% | -40.6% |
| 6M | -40.6% | -5.6% | -35.0% | -39.4% |
| YTD | -14.2% | +4.7% | -18.9% | -18.2% |
| 1Y | +48.9% | +6.7% | +42.2% | +42.0% |
| 3Y | +1,461.7% | +45.8% | +1,415.9% | +1,060.6% |
| All | +431.2% | +147.2% | +284.0% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling