+274.8%
ASTS vs HWM
+971.1%
-696.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.3% | +6.4% | +7.9% |
| 7D | +2.8% | +5.0% | -2.2% | +1.6% |
| 30D | -28.8% | +1.5% | -30.4% | -29.2% |
| 3M | -48.9% | -20.3% | -28.6% | -45.3% |
| 6M | -55.6% | -18.0% | -37.6% | -53.0% |
| YTD | -49.6% | +9.5% | -59.1% | -52.0% |
| 1Y | -46.1% | +7.5% | -53.5% | -48.2% |
| 3Y | +749.7% | +355.7% | +394.0% | +438.1% |
| 5Y | +193.2% | +610.2% | -417.0% | +70.1% |
| All | +274.8% | +971.1% | -696.3% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling