+277.6%
ASTS vs HUM
+52.6%
+225.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -2.4% | +16.5% | +14.4% |
| 7D | +1.5% | +3.1% | -1.6% | +1.2% |
| 30D | -27.6% | -1.8% | -25.8% | -27.4% |
| 3M | -48.7% | +10.2% | -58.9% | -49.4% |
| 6M | -50.8% | +54.6% | -105.5% | -53.4% |
| YTD | -49.2% | +66.8% | -116.0% | -52.7% |
| 1Y | -46.7% | +70.1% | -116.8% | -50.6% |
| 3Y | +793.2% | -11.3% | +804.6% | +770.0% |
| 5Y | +195.6% | -1.2% | +196.8% | +181.7% |
| All | +277.6% | +52.6% | +225.0% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling