+253.1%
ASTS vs ULTA
+176.8%
+76.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.3% |
| 7D | +14.2% | +0.2% | +14.1% | +14.3% |
| 30D | -26.7% | +12.4% | -39.1% | -29.8% |
| 3M | -53.6% | +22.4% | -76.0% | -57.1% |
| 6M | -52.7% | +28.9% | -81.6% | -57.3% |
| YTD | -52.5% | +7.6% | -60.1% | -54.4% |
| 1Y | -46.5% | +21.6% | -68.1% | -51.1% |
| 3Y | +700.5% | +67.0% | +633.4% | +529.8% |
| 5Y | +168.5% | +64.2% | +104.3% | +110.5% |
| All | +253.1% | +176.8% | +76.3% | +167.7% |
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