+1,891.6%
ASTS vs UMAC
+549.5%
+1,342.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +9.3% | -3.2% | +4.5% |
| 7D | +18.5% | +14.7% | +3.8% | +15.7% |
| 30D | -8.1% | -0.5% | -7.6% | -8.8% |
| 3M | -28.2% | +0.5% | -28.7% | -29.0% |
| 6M | -26.1% | +57.9% | -84.0% | -33.8% |
| YTD | -9.0% | +103.9% | -112.9% | -20.8% |
| 1Y | +62.2% | +159.3% | -97.1% | +37.9% |
| All | +1,891.6% | +549.5% | +1,342.1% | +1,501.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling