+538.9%
ASTS vs USHY
+37.8%
+501.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.2% |
| 7D | 0.0% | -0.1% | +0.2% | +0.3% |
| 30D | -9.2% | 0.0% | -9.2% | -9.1% |
| 3M | -29.6% | +0.8% | -30.5% | -30.5% |
| 6M | -30.5% | +1.9% | -32.4% | -32.1% |
| YTD | -14.1% | +2.3% | -16.3% | -16.3% |
| 1Y | +69.1% | +4.1% | +65.0% | +60.6% |
| 3Y | +1,525.5% | +27.8% | +1,497.7% | +1,081.6% |
| 5Y | +425.9% | +21.5% | +404.4% | +290.7% |
| All | +538.9% | +37.8% | +501.1% | +354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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