+1,011.1%
ASTS vs UMAC
+237.0%
+774.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +13.3% | +0.8% | +11.6% |
| 7D | +1.5% | -5.5% | +7.1% | +2.9% |
| 30D | -27.6% | -35.3% | +7.7% | -21.2% |
| 3M | -48.7% | -48.4% | -0.3% | -42.4% |
| 6M | -50.8% | +0.4% | -51.3% | -51.2% |
| YTD | -49.2% | +5.8% | -55.0% | -50.0% |
| 1Y | -46.7% | +27.3% | -74.0% | -48.5% |
| All | +1,011.1% | +237.0% | +774.1% | +911.7% |
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