+160.4%
ASTS vs UMC
+77.4%
+83.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.2% |
| 7D | +0.8% | +11.2% | -10.4% | -4.6% |
| 30D | -22.6% | -28.0% | +5.4% | -6.8% |
| 3M | -54.4% | -20.5% | -33.9% | -48.8% |
| 6M | -56.4% | -1.6% | -54.9% | -58.6% |
| YTD | -55.1% | +99.4% | -154.5% | -75.3% |
| 1Y | -46.9% | +120.4% | -167.3% | -72.9% |
| 3Y | +715.0% | +134.2% | +580.8% | +285.3% |
| All | +160.4% | +77.4% | +83.0% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling