+537.8%
ASTS vs UMC
+1,168.4%
-630.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -1.6% |
| 7D | +7.3% | +5.0% | +2.4% | +4.9% |
| 30D | -8.9% | +7.7% | -16.5% | -12.2% |
| 3M | -41.9% | +1.7% | -43.6% | -44.0% |
| 6M | -40.6% | +113.9% | -154.5% | -58.3% |
| YTD | -14.2% | +168.9% | -183.1% | -47.8% |
| 1Y | +48.9% | +207.2% | -158.3% | -14.7% |
| 3Y | +1,461.7% | +227.7% | +1,234.0% | +771.2% |
| 5Y | +404.1% | +118.0% | +286.1% | +208.8% |
| All | +537.8% | +1,168.4% | -630.6% | +256.4% |
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 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