+160.4%
ASTS vs UEC
+21.1%
+139.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.6% |
| 7D | +0.8% | -3.8% | +4.6% | +3.0% |
| 30D | -22.6% | -13.5% | -9.1% | -16.7% |
| 3M | -54.4% | -40.5% | -13.9% | -42.8% |
| 6M | -56.4% | -56.7% | +0.2% | -38.4% |
| YTD | -55.1% | -43.0% | -12.1% | -41.6% |
| 1Y | -46.9% | -42.5% | -4.4% | -30.4% |
| 3Y | +715.0% | +11.6% | +703.4% | +677.7% |
| All | +160.4% | +21.1% | +139.3% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling