-55.6%
ASTS vs ULTA
+25.9%
-81.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.8% |
| 7D | +2.8% | -0.2% | +3.1% | +2.7% |
| 30D | -28.8% | +16.1% | -45.0% | -29.0% |
| 3M | -48.9% | +21.7% | -70.6% | -48.8% |
| 6M | -55.6% | +28.7% | -84.4% | -48.6% |
| All | -55.6% | +25.9% | -81.5% | -48.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling