-49.2%
ASTS vs HYG
+1.8%
-51.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -11.4% |
| 7D | -15.8% | -0.1% | -15.7% | -14.6% |
| 30D | -39.0% | +0.7% | -39.8% | -42.5% |
| 3M | -49.3% | -2.0% | -47.3% | -36.0% |
| 6M | -47.9% | -0.9% | -47.1% | -39.8% |
| YTD | -51.0% | +0.1% | -51.0% | -48.3% |
| 1Y | -49.2% | +1.6% | -50.8% | -58.0% |
| All | -49.2% | +1.8% | -51.0% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling