+218.2%
ASTS vs U
-31.3%
+249.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.5% | +1.5% | +5.2% |
| 7D | -21.1% | +36.6% | -57.7% | -30.2% |
| 30D | -46.7% | +13.3% | -60.0% | -49.6% |
| 3M | -52.0% | +26.2% | -78.2% | -56.5% |
| 6M | -54.3% | +88.7% | -143.0% | -64.3% |
| YTD | -55.5% | +16.6% | -72.1% | -61.0% |
| 1Y | -50.5% | +29.0% | -79.4% | -58.0% |
| 3Y | +706.2% | +99.5% | +606.7% | +443.4% |
| 5Y | +165.2% | -66.1% | +231.3% | +154.6% |
| All | +218.2% | -31.3% | +249.6% | +190.6% |
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