+230.9%
ASTS vs UL
+22.6%
+208.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.6% | +7.2% |
| 7D | -21.1% | +1.1% | -22.2% | -21.2% |
| 30D | -46.7% | +8.2% | -54.9% | -47.2% |
| 3M | -52.0% | +4.5% | -56.6% | -52.3% |
| 6M | -54.3% | +12.6% | -66.8% | -55.1% |
| YTD | -55.5% | +3.5% | -59.0% | -55.9% |
| 1Y | -50.5% | -0.4% | -50.0% | -50.7% |
| 3Y | +706.2% | +36.0% | +670.2% | +645.9% |
| 5Y | +165.2% | +30.9% | +134.3% | +138.9% |
| All | +230.9% | +22.6% | +208.3% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling