-46.9%
ASTS vs UL
+0.7%
-47.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -4.8% |
| 7D | +0.8% | +1.1% | -0.3% | +1.6% |
| 30D | -22.6% | +4.5% | -27.1% | -20.1% |
| 3M | -54.4% | +6.5% | -60.9% | -52.5% |
| 6M | -56.4% | +18.2% | -74.6% | -51.5% |
| YTD | -55.1% | +4.7% | -59.8% | -54.4% |
| 1Y | -46.9% | +0.8% | -47.7% | -46.3% |
| All | -46.9% | +0.7% | -47.6% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling