+230.9%
ASTS vs ULTA
+174.2%
+56.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.8% | +7.3% |
| 7D | -21.1% | +0.7% | -21.8% | -21.3% |
| 30D | -46.7% | +18.2% | -64.9% | -50.0% |
| 3M | -52.0% | +19.7% | -71.7% | -55.3% |
| 6M | -54.3% | +20.5% | -74.8% | -57.7% |
| YTD | -55.5% | +6.6% | -62.1% | -57.2% |
| 1Y | -50.5% | +26.5% | -76.9% | -55.5% |
| 3Y | +706.2% | +67.0% | +639.2% | +533.8% |
| 5Y | +165.2% | +64.5% | +100.7% | +108.2% |
| All | +230.9% | +174.2% | +56.7% | +151.4% |
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