-49.2%
ASTS vs UMAC
+2.9%
-52.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.9% | +6.8% | +0.9% |
| 7D | -15.8% | -26.0% | +10.3% | -3.4% |
| 30D | -39.0% | -40.3% | +1.3% | -22.7% |
| 3M | -49.3% | -51.1% | +1.8% | -32.3% |
| 6M | -47.9% | -5.6% | -42.3% | -55.3% |
| YTD | -51.0% | +2.3% | -53.2% | -65.2% |
| 1Y | -49.2% | +7.9% | -57.0% | -67.0% |
| All | -49.2% | +2.9% | -52.1% | -67.0% |
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