+457.0%
ASTS vs HYG
+19.4%
+437.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.3% |
| 7D | +18.5% | 0.0% | +18.5% | +18.4% |
| 30D | -8.1% | -0.1% | -8.0% | -7.8% |
| 3M | -28.2% | +1.0% | -29.1% | -30.0% |
| 6M | -26.1% | +2.3% | -28.4% | -30.1% |
| YTD | -9.0% | +2.1% | -11.1% | -12.9% |
| 1Y | +62.2% | +3.8% | +58.4% | +49.1% |
| 3Y | +1,621.9% | +26.7% | +1,595.2% | +849.4% |
| 5Y | +457.0% | +19.3% | +437.8% | +425.6% |
| All | +457.0% | +19.4% | +437.6% | +425.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling