+69.1%
ASTS vs ULTA
+5.2%
+63.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.4% |
| 30D | -9.2% | -1.2% | -8.0% | -8.8% |
| 3M | -29.6% | +13.4% | -43.0% | -31.8% |
| 6M | -30.5% | -15.6% | -14.8% | -24.7% |
| YTD | -14.1% | -10.4% | -3.6% | -8.7% |
| 1Y | +69.1% | +5.5% | +63.7% | +76.7% |
| All | +69.1% | +5.2% | +63.9% | +76.7% |
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 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