+48.9%
ASTS vs UNP
+32.8%
+16.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +7.3% | -5.3% | +12.7% | +8.3% |
| 30D | -8.9% | -1.5% | -7.3% | -8.6% |
| 3M | -41.9% | +10.3% | -52.2% | -44.8% |
| 6M | -40.6% | +9.7% | -50.3% | -42.5% |
| YTD | -14.2% | +27.1% | -41.3% | -23.9% |
| 1Y | +48.9% | +32.6% | +16.3% | +27.3% |
| All | +48.9% | +32.8% | +16.0% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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