+233.7%
ASTS vs HWM
+955.9%
-722.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.2% |
| 7D | +0.8% | +7.3% | -6.5% | -1.4% |
| 30D | -22.6% | +1.6% | -24.2% | -23.1% |
| 3M | -54.4% | -21.9% | -32.6% | -50.9% |
| 6M | -56.4% | -19.0% | -37.4% | -53.7% |
| YTD | -55.1% | +7.9% | -63.1% | -57.1% |
| 1Y | -46.9% | +9.9% | -56.9% | -49.4% |
| 3Y | +715.0% | +342.1% | +372.9% | +421.2% |
| 5Y | +153.7% | +600.8% | -447.1% | +47.9% |
| All | +233.7% | +955.9% | -722.3% | +91.0% |
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