+793.2%
ASTS vs UNP
+49.1%
+744.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.4% | +11.7% | +13.2% |
| 7D | +1.5% | -3.3% | +4.8% | +3.0% |
| 30D | -27.6% | +6.7% | -34.3% | -29.4% |
| 3M | -48.7% | +1.8% | -50.5% | -49.1% |
| 6M | -50.8% | +13.3% | -64.2% | -54.3% |
| YTD | -49.2% | +30.3% | -79.5% | -56.4% |
| 1Y | -46.7% | +36.9% | -83.6% | -55.5% |
| 3Y | +793.2% | +50.9% | +742.3% | +626.5% |
| All | +793.2% | +49.1% | +744.1% | +626.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling