+142.9%
HOOD vs ASTS
+231.4%
-88.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.7% | -4.7% | +2.3% |
| 7D | -3.2% | +2.8% | -6.0% | -3.9% |
| 30D | -22.6% | -28.8% | +6.3% | -17.7% |
| 3M | -10.4% | -48.9% | +38.5% | +0.9% |
| 6M | +4.7% | -55.6% | +60.3% | +17.6% |
| YTD | -25.2% | -49.6% | +24.4% | -20.4% |
| 1Y | -35.9% | -46.1% | +10.2% | -33.5% |
| 3Y | +927.7% | +749.7% | +178.1% | +424.3% |
| 5Y | +147.5% | +193.2% | -45.7% | +34.5% |
| All | +142.9% | +231.4% | -88.5% | +30.5% |
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