+230.9%
ASTS vs UEC
+628.4%
-397.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.8% | +0.3% | +5.1% |
| 7D | -21.1% | -10.2% | -10.8% | -18.3% |
| 30D | -46.7% | -26.9% | -19.8% | -41.4% |
| 3M | -52.0% | -35.7% | -16.3% | -45.3% |
| 6M | -54.3% | -56.1% | +1.9% | -42.4% |
| YTD | -55.5% | -40.8% | -14.7% | -47.2% |
| 1Y | -50.5% | -43.4% | -7.1% | -40.2% |
| 3Y | +706.2% | +25.4% | +680.9% | +687.3% |
| 5Y | +165.2% | +51.1% | +114.1% | +134.9% |
| All | +230.9% | +628.4% | -397.5% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling