-46.9%
ASTS vs UEC
-45.1%
-1.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -3.8% |
| 7D | +0.8% | -3.8% | +4.6% | +4.8% |
| 30D | -22.6% | -13.5% | -9.1% | -11.8% |
| 3M | -54.4% | -40.5% | -13.9% | -31.4% |
| 6M | -56.4% | -56.7% | +0.2% | -17.7% |
| YTD | -55.1% | -43.0% | -12.1% | -38.3% |
| 1Y | -46.9% | -42.5% | -4.4% | -26.4% |
| All | -46.9% | -45.1% | -1.8% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling