+537.8%
ASTS vs USHY
+38.1%
+499.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -0.1% | +7.5% | +7.6% |
| 30D | -8.9% | +0.1% | -9.0% | -8.9% |
| 3M | -41.9% | +0.8% | -42.7% | -42.5% |
| 6M | -40.6% | +1.7% | -42.3% | -41.7% |
| YTD | -14.2% | +2.5% | -16.7% | -16.8% |
| 1Y | +48.9% | +4.4% | +44.5% | +40.7% |
| 3Y | +1,461.7% | +27.4% | +1,434.3% | +1,038.3% |
| 5Y | +404.1% | +21.7% | +382.4% | +273.0% |
| All | +537.8% | +38.1% | +499.7% | +352.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling