+1,028.6%
HOOD vs ASTS
+1,473.5%
-444.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | +17.1% | +7.3% | +9.8% | +15.7% |
| 30D | +31.6% | -8.9% | +40.5% | +33.4% |
| 3M | +38.2% | -41.9% | +80.2% | +48.6% |
| 6M | +48.5% | -40.6% | +89.1% | +55.5% |
| YTD | +8.0% | -14.2% | +22.2% | +5.8% |
| 1Y | +18.7% | +48.9% | -30.2% | +6.0% |
| All | +1,028.6% | +1,473.5% | -444.9% | +649.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling