+537.8%
ASTS vs ULTA
+139.9%
+397.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | +7.3% | +9.0% | -1.7% | +4.0% |
| 30D | -8.9% | +4.6% | -13.4% | -10.6% |
| 3M | -41.9% | +22.0% | -63.9% | -46.6% |
| 6M | -40.6% | -14.7% | -25.9% | -37.7% |
| YTD | -14.2% | -6.8% | -7.5% | -13.1% |
| 1Y | +48.9% | +6.5% | +42.3% | +43.1% |
| 3Y | +1,461.7% | +35.6% | +1,426.1% | +1,222.2% |
| 5Y | +404.1% | +47.6% | +356.5% | +315.2% |
| All | +537.8% | +139.9% | +397.9% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling