+277.6%
ASTS vs UEC
+702.1%
-424.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +10.1% | +4.0% | +11.2% |
| 7D | +1.5% | +1.5% | +0.1% | +1.6% |
| 30D | -27.6% | -17.1% | -10.5% | -23.1% |
| 3M | -48.7% | -32.3% | -16.4% | -42.4% |
| 6M | -50.8% | -49.7% | -1.1% | -40.2% |
| YTD | -49.2% | -34.8% | -14.4% | -41.2% |
| 1Y | -46.7% | -37.5% | -9.1% | -37.3% |
| 3Y | +793.2% | +37.1% | +756.2% | +751.5% |
| 5Y | +195.6% | +44.3% | +151.3% | +157.9% |
| All | +277.6% | +702.1% | -424.5% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling