+513.2%
ASTS vs ULTA
+127.8%
+385.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.6% |
| 7D | -3.6% | -3.9% | +0.3% | -2.2% |
| 30D | -16.4% | -1.1% | -15.3% | -16.3% |
| 3M | -31.4% | +13.8% | -45.2% | -35.2% |
| 6M | -31.6% | -17.2% | -14.3% | -27.6% |
| YTD | -17.5% | -11.5% | -6.0% | -14.9% |
| 1Y | +59.4% | +3.9% | +55.5% | +54.5% |
| 3Y | +1,460.2% | +29.5% | +1,430.7% | +1,243.8% |
| 5Y | +413.4% | +42.9% | +370.5% | +329.8% |
| All | +513.2% | +127.8% | +385.4% | +399.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling