-49.2%
ASTS vs UMC
+112.5%
-161.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.5% |
| 7D | -15.8% | -14.7% | -1.1% | -11.5% |
| 30D | -39.0% | -32.9% | -6.2% | -31.1% |
| 3M | -49.3% | -22.2% | -27.2% | -45.5% |
| 6M | -47.9% | +25.9% | -73.9% | -47.7% |
| YTD | -51.0% | +107.9% | -158.9% | -57.3% |
| 1Y | -49.2% | +115.0% | -164.2% | -58.4% |
| All | -49.2% | +112.5% | -161.7% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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