+197.2%
ASTS vs U
-34.9%
+232.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +14.9% | -30.1% | -20.2% |
| 7D | -29.9% | +24.3% | -54.1% | -35.9% |
| 30D | -52.2% | +8.6% | -60.7% | -54.1% |
| 3M | -55.8% | +37.6% | -93.4% | -61.4% |
| 6M | -52.7% | +78.5% | -131.2% | -62.4% |
| YTD | -58.4% | +10.5% | -68.9% | -62.9% |
| 1Y | -57.1% | +15.2% | -72.3% | -62.2% |
| 3Y | +629.5% | +76.6% | +552.9% | +411.7% |
| 5Y | +147.7% | -67.9% | +215.6% | +142.0% |
| All | +197.2% | -34.9% | +232.2% | +176.2% |
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