+1,504.6%
ASTS vs HYG
+26.3%
+1,478.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -4.6% |
| 7D | 0.0% | -0.2% | +0.2% | +1.0% |
| 30D | -9.2% | -0.1% | -9.1% | -8.7% |
| 3M | -29.6% | +0.7% | -30.3% | -31.5% |
| 6M | -30.5% | +1.5% | -32.0% | -33.9% |
| YTD | -14.1% | +1.9% | -16.0% | -19.4% |
| 1Y | +69.1% | +3.7% | +65.4% | +48.8% |
| All | +1,504.6% | +26.3% | +1,478.3% | +668.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling