+1,505.9%
ASTS vs HWM
+426.8%
+1,079.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +7.3% | -2.1% | +9.4% | +8.0% |
| 30D | -8.9% | -11.0% | +2.1% | -3.2% |
| 3M | -41.9% | +4.0% | -46.0% | -43.6% |
| 6M | -40.6% | -0.2% | -40.4% | -41.5% |
| YTD | -14.2% | +26.7% | -40.9% | -27.8% |
| 1Y | +48.9% | +44.7% | +4.1% | +17.1% |
| All | +1,505.9% | +426.8% | +1,079.1% | +529.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling