+513.3%
ASTS vs U
-44.5%
+557.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +7.3% | -3.8% | +11.1% | +8.7% |
| 30D | -8.9% | +17.5% | -26.3% | -14.3% |
| 3M | -41.9% | +38.7% | -80.7% | -48.5% |
| 6M | -40.6% | +104.4% | -145.0% | -54.7% |
| YTD | -14.2% | -5.7% | -8.5% | -17.7% |
| 1Y | +48.9% | +3.7% | +45.2% | +36.9% |
| 3Y | +1,461.7% | +12.3% | +1,449.3% | +1,197.9% |
| 5Y | +404.1% | -68.8% | +472.9% | +420.4% |
| All | +513.3% | -44.5% | +557.7% | +513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling