-46.3%
ASTS vs UMAC
+17.2%
-63.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +13.3% | +0.8% | +7.8% |
| 7D | +1.5% | -5.5% | +7.1% | +4.3% |
| 30D | -27.6% | -35.3% | +7.7% | -11.4% |
| 3M | -48.7% | -48.4% | -0.3% | -32.9% |
| 6M | -50.8% | +0.4% | -51.3% | -59.2% |
| YTD | -49.2% | +5.8% | -55.0% | -64.9% |
| All | -46.3% | +17.2% | -63.5% | -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