+147.7%
ASTS vs HWM
+538.5%
-390.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.9% | -9.3% | -11.5% |
| 7D | -29.9% | -2.4% | -27.4% | -28.9% |
| 30D | -52.2% | -13.3% | -38.9% | -48.0% |
| 3M | -55.8% | -31.0% | -24.8% | -45.3% |
| 6M | -52.7% | -17.1% | -35.6% | -48.7% |
| YTD | -58.4% | -1.9% | -56.6% | -60.9% |
| 1Y | -57.1% | -2.4% | -54.7% | -59.1% |
| 3Y | +629.5% | +322.2% | +307.3% | +124.6% |
| 5Y | +147.7% | +509.8% | -362.1% | -46.8% |
| All | +147.7% | +538.5% | -390.8% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling