+431.2%
ASTS vs UNP
+51.0%
+380.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | -5.3% | +12.7% | +10.8% |
| 30D | -8.9% | -1.5% | -7.3% | -8.1% |
| 3M | -41.9% | +10.3% | -52.2% | -46.5% |
| 6M | -40.6% | +9.7% | -50.3% | -45.0% |
| YTD | -14.2% | +27.1% | -41.3% | -28.5% |
| 1Y | +48.9% | +32.6% | +16.3% | +20.5% |
| 3Y | +1,461.7% | +40.0% | +1,421.7% | +1,086.6% |
| All | +431.2% | +51.0% | +380.2% | +296.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling