+125.1%
HOOD vs ASTS
+173.3%
-48.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -15.2% | +4.9% | -7.3% |
| 7D | -14.4% | -29.9% | +15.5% | -8.3% |
| 30D | -30.0% | -52.2% | +22.1% | -19.6% |
| 3M | -15.5% | -55.8% | +40.3% | -2.0% |
| 6M | +1.8% | -52.7% | +54.5% | +12.9% |
| YTD | -30.7% | -58.4% | +27.7% | -23.2% |
| 1Y | -45.0% | -57.1% | +12.1% | -40.1% |
| 3Y | +709.0% | +629.5% | +79.5% | +324.3% |
| 5Y | +111.8% | +147.7% | -35.9% | +19.6% |
| All | +125.1% | +173.3% | -48.2% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling