+431.2%
ASTS vs UMC
+118.0%
+313.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -2.2% |
| 7D | +7.3% | +5.0% | +2.4% | +4.2% |
| 30D | -8.9% | +7.7% | -16.5% | -13.2% |
| 3M | -41.9% | +1.7% | -43.6% | -45.3% |
| 6M | -40.6% | +113.9% | -154.5% | -64.4% |
| YTD | -14.2% | +168.9% | -183.1% | -59.2% |
| 1Y | +48.9% | +207.2% | -158.3% | -35.9% |
| 3Y | +1,461.7% | +227.7% | +1,234.0% | +526.3% |
| All | +431.2% | +118.0% | +313.2% | +158.1% |
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