+1,621.9%
ASTS vs ULTA
+32.1%
+1,589.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.6% | +8.8% | +7.5% |
| 7D | +18.5% | +0.7% | +17.8% | +18.0% |
| 30D | -8.1% | -2.8% | -5.3% | -7.1% |
| 3M | -28.2% | +18.7% | -46.9% | -35.8% |
| 6M | -26.1% | -15.0% | -11.1% | -20.0% |
| YTD | -9.0% | -9.2% | +0.3% | -5.6% |
| 1Y | +62.2% | +5.7% | +56.5% | +51.8% |
| 3Y | +1,621.9% | +32.8% | +1,589.1% | +733.3% |
| All | +1,621.9% | +32.1% | +1,589.8% | +733.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling