+260.4%
ASTS vs U
-33.8%
+294.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.4% | +10.1% | +9.2% |
| 7D | +2.8% | +16.9% | -14.1% | -3.8% |
| 30D | -28.8% | +6.4% | -35.2% | -31.2% |
| 3M | -48.9% | +13.2% | -62.1% | -51.9% |
| 6M | -55.6% | +84.8% | -140.4% | -65.1% |
| YTD | -49.6% | +12.4% | -62.0% | -55.3% |
| 1Y | -46.1% | +19.8% | -65.8% | -53.0% |
| 3Y | +749.7% | +83.8% | +665.8% | +489.3% |
| 5Y | +193.2% | -72.7% | +265.9% | +192.3% |
| All | +260.4% | -33.8% | +294.2% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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