+244.8%
ASTS vs UL
+23.5%
+221.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.7% |
| 7D | -9.3% | +2.6% | -11.9% | -9.5% |
| 30D | -33.9% | +6.8% | -40.7% | -34.4% |
| 3M | -51.0% | +5.7% | -56.7% | -51.4% |
| 6M | -55.1% | +15.9% | -71.0% | -56.1% |
| YTD | -53.6% | +4.3% | -57.9% | -54.1% |
| 1Y | -51.0% | -0.4% | -50.5% | -51.1% |
| 3Y | +681.7% | +35.0% | +646.7% | +625.0% |
| 5Y | +182.4% | +31.6% | +150.8% | +154.3% |
| All | +244.8% | +23.5% | +221.3% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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