+537.8%
ASTS vs HWM
+1,138.9%
-601.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +7.3% | -2.1% | +9.4% | +7.8% |
| 30D | -8.9% | -11.0% | +2.1% | -5.5% |
| 3M | -41.9% | +4.0% | -46.0% | -42.9% |
| 6M | -40.6% | -0.2% | -40.4% | -41.0% |
| YTD | -14.2% | +26.7% | -40.9% | -21.8% |
| 1Y | +48.9% | +44.7% | +4.1% | +30.6% |
| 3Y | +1,461.7% | +426.1% | +1,035.6% | +849.0% |
| 5Y | +404.1% | +738.5% | -334.4% | +179.8% |
| All | +537.8% | +1,138.9% | -601.2% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling