+132.4%
HOOD vs ASTS
+192.6%
-60.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.8% | +1.8% |
| 7D | -4.8% | -21.1% | +16.3% | -0.4% |
| 30D | -26.1% | -46.7% | +20.6% | -16.9% |
| 3M | -10.8% | -52.0% | +41.2% | +1.8% |
| 6M | +2.4% | -54.3% | +56.6% | +14.3% |
| YTD | -28.5% | -55.5% | +27.0% | -21.8% |
| 1Y | -36.3% | -50.5% | +14.1% | -32.7% |
| 3Y | +743.7% | +706.2% | +37.5% | +332.8% |
| 5Y | +118.6% | +165.2% | -46.6% | +21.8% |
| All | +132.4% | +192.6% | -60.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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