-46.3%
ASTS vs UDR
+11.4%
-57.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.4% | +13.7% | +14.2% |
| 7D | +1.5% | +2.2% | -0.7% | +2.5% |
| 30D | -27.6% | +8.0% | -35.7% | -25.6% |
| 3M | -48.7% | -3.3% | -45.5% | -48.9% |
| 6M | -50.8% | +1.0% | -51.9% | -51.8% |
| YTD | -49.2% | +4.2% | -53.4% | -45.6% |
| All | -46.3% | +11.4% | -57.7% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 1y: compounded portfolio wealth divided by compounded UDR 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…
1y analysis · Full analysis span regression · 6 months rolling