+233.7%
ASTS vs UNP
+110.9%
+122.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.3% |
| 7D | +0.8% | +4.2% | -3.4% | -0.6% |
| 30D | -22.6% | +5.6% | -28.2% | -24.1% |
| 3M | -54.4% | +2.0% | -56.5% | -54.8% |
| 6M | -56.4% | +15.4% | -71.8% | -59.1% |
| YTD | -55.1% | +32.7% | -87.8% | -60.2% |
| 1Y | -46.9% | +39.4% | -86.4% | -53.9% |
| 3Y | +715.0% | +54.3% | +660.7% | +582.4% |
| 5Y | +153.7% | +39.6% | +114.1% | +115.6% |
| All | +233.7% | +110.9% | +122.8% | +176.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling