+274.8%
ASTS vs UPRO
+399.4%
-124.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.9% | +4.8% | +7.0% |
| 7D | +2.8% | -3.8% | +6.6% | +5.3% |
| 30D | -28.8% | -8.9% | -20.0% | -25.3% |
| 3M | -48.9% | -7.4% | -41.4% | -46.6% |
| 6M | -55.6% | +1.6% | -57.2% | -54.9% |
| YTD | -49.6% | +23.2% | -72.8% | -52.2% |
| 1Y | -46.1% | +21.2% | -67.3% | -48.2% |
| 3Y | +749.7% | +230.8% | +518.8% | +494.9% |
| 5Y | +193.2% | +106.7% | +86.5% | +115.3% |
| All | +274.8% | +399.4% | -124.6% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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