+538.9%
ASTS vs HUM
+44.0%
+494.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.5% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -9.2% | +3.7% | -12.9% | -9.6% |
| 3M | -29.6% | +10.4% | -40.0% | -30.3% |
| 6M | -30.5% | +125.7% | -156.2% | -37.0% |
| YTD | -14.1% | +57.3% | -71.4% | -19.4% |
| 1Y | +69.1% | +48.6% | +20.5% | +59.0% |
| 3Y | +1,525.5% | -11.3% | +1,536.8% | +1,484.9% |
| 5Y | +425.9% | +0.8% | +425.0% | +400.9% |
| All | +538.9% | +44.0% | +494.9% | +496.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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