+431.2%
ASTS vs UDR
-19.6%
+450.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -2.0% | +9.3% | +8.6% |
| 30D | -8.9% | -5.2% | -3.7% | -6.0% |
| 3M | -41.9% | -5.8% | -36.1% | -40.9% |
| 6M | -40.6% | -1.7% | -38.9% | -41.5% |
| YTD | -14.2% | +2.4% | -16.6% | -17.8% |
| 1Y | +48.9% | -2.1% | +51.0% | +46.3% |
| 3Y | +1,461.7% | +4.2% | +1,457.4% | +1,346.6% |
| All | +431.2% | -19.6% | +450.8% | +553.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling