+512.7%
ASTS vs HYG
+31.0%
+481.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | -3.9% | -0.7% | -3.2% | -2.7% |
| 30D | -19.4% | -0.7% | -18.7% | -18.3% |
| 3M | -38.6% | -0.2% | -38.4% | -38.2% |
| 6M | -32.1% | +1.4% | -33.6% | -32.9% |
| YTD | -17.6% | +1.5% | -19.0% | -18.4% |
| 1Y | +56.0% | +2.9% | +53.1% | +52.0% |
| 3Y | +1,438.8% | +25.6% | +1,413.2% | +1,069.3% |
| 5Y | +412.9% | +18.6% | +394.4% | +301.7% |
| All | +512.7% | +31.0% | +481.7% | +364.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling