-15.5%
HOOD vs ASTS
-55.5%
+40.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -15.2% | +4.9% | -5.3% |
| 7D | -14.4% | -29.9% | +15.5% | -4.8% |
| 30D | -30.0% | -52.2% | +22.1% | -14.9% |
| 3M | -15.5% | -55.8% | +40.3% | +5.8% |
| All | -15.5% | -55.5% | +40.0% | +5.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling