+431.2%
ASTS vs U
-68.9%
+500.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +7.3% | -3.8% | +11.1% | +8.9% |
| 30D | -8.9% | +17.5% | -26.3% | -14.9% |
| 3M | -41.9% | +38.7% | -80.7% | -49.1% |
| 6M | -40.6% | +104.4% | -145.0% | -56.0% |
| YTD | -14.2% | -5.7% | -8.5% | -18.1% |
| 1Y | +48.9% | +3.7% | +45.2% | +35.4% |
| 3Y | +1,461.7% | +12.3% | +1,449.3% | +1,165.4% |
| All | +431.2% | -68.9% | +500.1% | +547.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling