+1,539.7%
ASTS vs UEC
+151.4%
+1,388.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +7.3% | -6.9% | +14.3% | +10.9% |
| 30D | -8.9% | +7.6% | -16.5% | -12.1% |
| 3M | -41.9% | -18.4% | -23.5% | -37.1% |
| 6M | -40.6% | -23.3% | -17.3% | -34.4% |
| YTD | -14.2% | -1.2% | -13.0% | -11.5% |
| 1Y | +48.9% | +2.3% | +46.5% | +53.5% |
| All | +1,539.7% | +151.4% | +1,388.3% | +1,353.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling