+230.9%
ASTS vs UNP
+102.3%
+128.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.6% | +9.7% | +8.0% |
| 7D | -21.1% | -4.6% | -16.5% | -19.8% |
| 30D | -46.7% | +5.6% | -52.3% | -47.8% |
| 3M | -52.0% | -1.3% | -50.7% | -51.9% |
| 6M | -54.3% | +9.2% | -63.5% | -56.3% |
| YTD | -55.5% | +27.3% | -82.8% | -60.0% |
| 1Y | -50.5% | +35.9% | -86.4% | -56.6% |
| 3Y | +706.2% | +45.5% | +660.8% | +588.8% |
| 5Y | +165.2% | +36.0% | +129.2% | +128.3% |
| All | +230.9% | +102.3% | +128.6% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling