+48.9%
ASTS vs UMAC
+164.0%
-115.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +1.6% |
| 7D | +7.3% | -0.9% | +8.3% | +7.8% |
| 30D | -8.9% | -7.7% | -1.2% | -8.7% |
| 3M | -41.9% | -26.4% | -15.5% | -36.8% |
| 6M | -40.6% | +61.9% | -102.4% | -62.4% |
| YTD | -14.2% | +86.5% | -100.7% | -50.3% |
| 1Y | +48.9% | +156.3% | -107.5% | -24.0% |
| All | +48.9% | +164.0% | -115.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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