-49.2%
ASTS vs ULTA
+27.7%
-76.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -4.8% |
| 7D | -15.8% | +6.7% | -22.5% | -16.8% |
| 30D | -39.0% | +21.7% | -60.8% | -41.5% |
| 3M | -49.3% | +21.5% | -70.8% | -51.2% |
| 6M | -47.9% | +27.5% | -75.5% | -49.4% |
| YTD | -51.0% | +9.2% | -60.2% | -50.0% |
| 1Y | -49.2% | +27.9% | -77.0% | -50.5% |
| All | -49.2% | +27.7% | -76.8% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling