+62.2%
ASTS vs USHY
+4.0%
+58.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.4% |
| 7D | +18.5% | 0.0% | +18.5% | +18.1% |
| 30D | -8.1% | 0.0% | -8.1% | -7.7% |
| 3M | -28.2% | +1.2% | -29.3% | -35.5% |
| 6M | -26.1% | +2.6% | -28.7% | -41.6% |
| YTD | -9.0% | +2.4% | -11.4% | -26.1% |
| 1Y | +62.2% | +4.2% | +57.9% | +9.9% |
| All | +62.2% | +4.0% | +58.1% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling