+244.8%
ASTS vs ULTA
+182.5%
+62.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.6% |
| 7D | -9.3% | +4.6% | -14.0% | -10.7% |
| 30D | -33.9% | +16.5% | -50.4% | -37.5% |
| 3M | -51.0% | +21.1% | -72.1% | -54.5% |
| 6M | -55.1% | +27.4% | -82.5% | -59.3% |
| YTD | -53.6% | +9.8% | -63.4% | -55.8% |
| 1Y | -51.0% | +28.6% | -79.6% | -56.1% |
| 3Y | +681.7% | +70.5% | +611.2% | +510.5% |
| 5Y | +182.4% | +69.8% | +112.6% | +119.5% |
| All | +244.8% | +182.5% | +62.3% | +159.5% |
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 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