+230.9%
ASTS vs UDR
-4.9%
+235.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.2% | +7.4% |
| 7D | -21.1% | +3.0% | -24.1% | -21.9% |
| 30D | -46.7% | +10.3% | -56.9% | -48.6% |
| 3M | -52.0% | -2.9% | -49.1% | -51.7% |
| 6M | -54.3% | +0.3% | -54.6% | -54.9% |
| YTD | -55.5% | +3.8% | -59.3% | -56.7% |
| 1Y | -50.5% | +12.7% | -63.2% | -53.4% |
| 3Y | +706.2% | +27.6% | +678.7% | +632.2% |
| 5Y | +165.2% | -18.6% | +183.8% | +172.1% |
| All | +230.9% | -4.9% | +235.8% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling