-49.2%
ASTS vs HWM
+5.4%
-54.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -2.7% |
| 7D | -15.8% | +9.4% | -25.2% | -18.6% |
| 30D | -39.0% | -7.0% | -32.1% | -37.0% |
| 3M | -49.3% | -25.9% | -23.5% | -41.8% |
| 6M | -47.9% | -10.8% | -37.1% | -47.9% |
| YTD | -51.0% | +4.3% | -55.3% | -66.3% |
| 1Y | -49.2% | +4.4% | -53.5% | -65.2% |
| All | -49.2% | +5.4% | -54.5% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling