+881.9%
ASTS vs UMAC
+182.0%
+699.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.9% | -4.6% |
| 7D | +0.8% | -5.2% | +6.0% | +2.2% |
| 30D | -22.6% | -36.4% | +13.7% | -15.3% |
| 3M | -54.4% | -58.6% | +4.2% | -46.5% |
| 6M | -56.4% | -24.6% | -31.8% | -54.5% |
| YTD | -55.1% | -11.5% | -43.7% | -54.2% |
| 1Y | -46.9% | +16.9% | -63.8% | -47.4% |
| All | +881.9% | +182.0% | +699.9% | +826.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling