+174.0%
ASTS vs UL
+31.0%
+143.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.6% | +7.5% |
| 7D | -21.1% | +1.1% | -22.2% | -21.4% |
| 30D | -46.7% | +8.2% | -54.9% | -47.8% |
| 3M | -52.0% | +4.5% | -56.6% | -52.7% |
| 6M | -54.3% | +12.6% | -66.8% | -56.0% |
| YTD | -55.5% | +3.5% | -59.0% | -56.4% |
| 1Y | -50.5% | -0.4% | -50.0% | -50.9% |
| 3Y | +706.2% | +36.0% | +670.2% | +563.3% |
| All | +174.0% | +31.0% | +143.0% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling