+193.2%
ASTS vs UL
+31.1%
+162.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.9% |
| 7D | +2.8% | -1.7% | +4.5% | +3.0% |
| 30D | -28.8% | +4.5% | -33.3% | -29.8% |
| 3M | -48.9% | +5.5% | -54.3% | -49.7% |
| 6M | -55.6% | +17.0% | -72.6% | -57.9% |
| YTD | -49.6% | +3.2% | -52.8% | -50.6% |
| 1Y | -46.1% | -1.9% | -44.2% | -46.3% |
| 3Y | +749.7% | +33.6% | +716.1% | +604.4% |
| 5Y | +193.2% | +31.5% | +161.7% | +130.6% |
| All | +193.2% | +31.1% | +162.0% | +130.6% |
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 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