+62.2%
ASTS vs UMC
+226.5%
-164.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.1% | +1.1% | +4.6% |
| 7D | +18.5% | +6.6% | +11.9% | +16.2% |
| 30D | -8.1% | +16.6% | -24.6% | -12.5% |
| 3M | -28.2% | +11.0% | -39.2% | -31.8% |
| 6M | -26.1% | +131.3% | -157.4% | -35.8% |
| YTD | -9.0% | +182.5% | -191.5% | -30.5% |
| 1Y | +62.2% | +222.3% | -160.1% | +18.2% |
| All | +62.2% | +226.5% | -164.3% | +18.2% |
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