+431.2%
ASTS vs UL
+23.5%
+407.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | -1.3% | +8.7% | +7.6% |
| 30D | -8.9% | +0.5% | -9.4% | -9.0% |
| 3M | -41.9% | +17.6% | -59.5% | -44.8% |
| 6M | -40.6% | -5.4% | -35.2% | -39.4% |
| YTD | -14.2% | +0.7% | -14.9% | -15.2% |
| 1Y | +48.9% | -9.3% | +58.1% | +53.1% |
| 3Y | +1,461.7% | +24.5% | +1,437.1% | +1,246.1% |
| All | +431.2% | +23.5% | +407.7% | +301.5% |
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