+1,539.7%
ASTS vs USHY
+28.5%
+1,511.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +7.3% | -0.1% | +7.5% | +8.2% |
| 30D | -8.9% | +0.1% | -9.0% | -9.1% |
| 3M | -41.9% | +0.8% | -42.7% | -43.9% |
| 6M | -40.6% | +1.7% | -42.3% | -44.5% |
| YTD | -14.2% | +2.5% | -16.7% | -22.6% |
| 1Y | +48.9% | +4.4% | +44.5% | +24.4% |
| All | +1,539.7% | +28.5% | +1,511.2% | +632.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling