+230.9%
ASTS vs HWM
+883.5%
-652.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.6% | +6.2% |
| 7D | -21.1% | +3.3% | -24.4% | -22.0% |
| 30D | -46.7% | -7.6% | -39.1% | -45.4% |
| 3M | -52.0% | -28.9% | -23.1% | -46.8% |
| 6M | -54.3% | -19.7% | -34.6% | -51.5% |
| YTD | -55.5% | +0.5% | -56.0% | -56.5% |
| 1Y | -50.5% | +0.3% | -50.7% | -51.3% |
| 3Y | +706.2% | +325.8% | +380.4% | +422.4% |
| 5Y | +165.2% | +524.7% | -359.5% | +58.9% |
| All | +230.9% | +883.5% | -652.6% | +93.7% |
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