+706.2%
ASTS vs USHY
+24.4%
+681.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | -21.1% | -0.3% | -20.8% | -19.4% |
| 30D | -46.7% | 0.0% | -46.7% | -46.1% |
| 3M | -52.0% | -1.8% | -50.2% | -45.2% |
| 6M | -54.3% | -1.0% | -53.2% | -49.4% |
| YTD | -55.5% | +0.5% | -55.9% | -54.0% |
| 1Y | -50.5% | +1.9% | -52.3% | -52.0% |
| 3Y | +706.2% | +24.9% | +681.4% | +420.3% |
| All | +706.2% | +24.4% | +681.8% | +420.3% |
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