-46.1%
ASTS vs UL
-2.4%
-43.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.1% |
| 7D | +2.8% | -1.7% | +4.5% | +1.9% |
| 30D | -28.8% | +4.5% | -33.3% | -26.6% |
| 3M | -48.9% | +5.5% | -54.3% | -47.1% |
| 6M | -55.6% | +17.0% | -72.6% | -51.1% |
| YTD | -49.6% | +3.2% | -52.8% | -49.5% |
| 1Y | -46.1% | -1.9% | -44.2% | -46.6% |
| All | -46.1% | -2.4% | -43.7% | -46.6% |
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