+209.1%
ASTS vs UL
+25.8%
+183.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.2% | -16.4% | -15.3% |
| 7D | -29.9% | +5.5% | -35.4% | -30.2% |
| 30D | -52.2% | +11.4% | -63.5% | -52.7% |
| 3M | -55.8% | +6.0% | -61.8% | -56.1% |
| 6M | -52.7% | +18.0% | -70.7% | -53.8% |
| YTD | -58.4% | +6.2% | -64.6% | -58.9% |
| 1Y | -57.1% | +1.5% | -58.6% | -57.3% |
| 3Y | +629.5% | +39.8% | +589.7% | +573.5% |
| 5Y | +147.7% | +34.3% | +113.4% | +122.8% |
| All | +209.1% | +25.8% | +183.3% | +175.8% |
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