+230.9%
ASTS vs UMC
+745.8%
-514.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.5% | +3.5% | +5.6% |
| 7D | -21.1% | -17.0% | -4.1% | -14.2% |
| 30D | -46.7% | -40.6% | -6.1% | -33.4% |
| 3M | -52.0% | -27.9% | -24.1% | -45.3% |
| 6M | -54.3% | -7.5% | -46.8% | -54.0% |
| YTD | -55.5% | +79.3% | -134.8% | -67.9% |
| 1Y | -50.5% | +92.8% | -143.3% | -65.4% |
| 3Y | +706.2% | +108.2% | +598.1% | +442.4% |
| 5Y | +165.2% | +68.4% | +96.8% | +86.8% |
| All | +230.9% | +745.8% | -514.9% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling