+253.1%
ASTS vs USHY
+35.7%
+217.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.0% |
| 7D | +14.2% | -0.3% | +14.5% | +15.2% |
| 30D | -26.7% | +0.3% | -27.0% | -26.7% |
| 3M | -53.6% | -1.7% | -51.9% | -51.6% |
| 6M | -52.7% | -0.4% | -52.3% | -51.7% |
| YTD | -52.5% | +0.7% | -53.2% | -52.0% |
| 1Y | -46.5% | +1.8% | -48.3% | -46.8% |
| 3Y | +700.5% | +25.3% | +675.2% | +505.6% |
| 5Y | +168.5% | +19.9% | +148.6% | +106.8% |
| All | +253.1% | +35.7% | +217.4% | +160.8% |
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