+193.2%
ASTS vs UNP
+40.3%
+152.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.4% |
| 7D | +2.8% | -2.1% | +4.9% | +4.3% |
| 30D | -28.8% | +7.3% | -36.1% | -31.8% |
| 3M | -48.9% | +3.6% | -52.5% | -50.1% |
| 6M | -55.6% | +15.8% | -71.5% | -60.5% |
| YTD | -49.6% | +32.6% | -82.2% | -59.4% |
| 1Y | -46.1% | +37.2% | -83.3% | -57.6% |
| 3Y | +749.7% | +52.6% | +697.0% | +498.3% |
| 5Y | +193.2% | +40.6% | +152.6% | +114.2% |
| All | +193.2% | +40.3% | +152.9% | +114.2% |
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