+537.8%
ASTS vs HYG
+31.9%
+505.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +7.3% | -0.2% | +7.5% | +7.7% |
| 30D | -8.9% | +0.1% | -9.0% | -9.0% |
| 3M | -41.9% | +0.7% | -42.6% | -42.3% |
| 6M | -40.6% | +1.5% | -42.1% | -41.3% |
| YTD | -14.2% | +2.2% | -16.4% | -16.1% |
| 1Y | +48.9% | +3.9% | +45.0% | +42.6% |
| 3Y | +1,461.7% | +26.0% | +1,435.7% | +1,077.5% |
| 5Y | +404.1% | +19.2% | +385.0% | +289.9% |
| All | +537.8% | +31.9% | +505.8% | +377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling