+762.5%
ASTS vs HYG
+24.5%
+738.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -2.9% |
| 7D | +14.2% | -0.4% | +14.6% | +17.7% |
| 30D | -26.7% | +0.4% | -27.1% | -27.2% |
| 3M | -53.6% | -1.8% | -51.7% | -47.2% |
| 6M | -52.7% | -0.7% | -52.0% | -48.8% |
| YTD | -52.5% | +0.3% | -52.8% | -50.3% |
| 1Y | -46.5% | +1.4% | -47.9% | -46.4% |
| All | +762.5% | +24.5% | +738.0% | +635.1% |
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