-50.5%
ASTS vs UPRO
+13.2%
-63.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.2% | +6.0% |
| 7D | -21.1% | -8.7% | -12.4% | -11.9% |
| 30D | -46.7% | -16.9% | -29.8% | -32.8% |
| 3M | -52.0% | -15.3% | -36.7% | -40.9% |
| 6M | -54.3% | -5.7% | -48.5% | -50.0% |
| YTD | -55.5% | +12.1% | -67.6% | -60.5% |
| 1Y | -50.5% | +16.4% | -66.9% | -57.6% |
| All | -50.5% | +13.2% | -63.7% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling