+1,505.9%
ASTS vs UPRO
+222.2%
+1,283.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.3% |
| 7D | +7.3% | +0.1% | +7.3% | +7.3% |
| 30D | -8.9% | -0.9% | -8.0% | -8.0% |
| 3M | -41.9% | +1.9% | -43.9% | -42.2% |
| 6M | -40.6% | +33.1% | -73.7% | -51.9% |
| YTD | -14.2% | +31.8% | -46.0% | -29.9% |
| 1Y | +48.9% | +48.3% | +0.6% | +13.7% |
| All | +1,505.9% | +222.2% | +1,283.7% | +651.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling