+168.5%
ASTS vs UDR
-21.2%
+189.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.1% |
| 7D | +14.2% | -2.4% | +16.6% | +15.9% |
| 30D | -26.7% | +6.7% | -33.4% | -29.9% |
| 3M | -53.6% | -1.8% | -51.8% | -53.4% |
| 6M | -52.7% | -1.8% | -50.9% | -53.4% |
| YTD | -52.5% | +2.5% | -55.0% | -54.8% |
| 1Y | -46.5% | +7.9% | -54.4% | -51.3% |
| 3Y | +700.5% | +25.1% | +675.4% | +522.9% |
| 5Y | +168.5% | -21.2% | +189.7% | +229.0% |
| All | +168.5% | -21.2% | +189.7% | +229.0% |
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 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