+793.2%
ASTS vs UPRO
+226.4%
+566.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +7.0% | +7.1% | +8.0% |
| 7D | +1.5% | -0.9% | +2.4% | +2.8% |
| 30D | -27.6% | -11.4% | -16.2% | -18.8% |
| 3M | -48.7% | -10.9% | -37.8% | -42.7% |
| 6M | -50.8% | -0.5% | -50.3% | -49.2% |
| YTD | -49.2% | +19.9% | -69.1% | -54.6% |
| 1Y | -46.7% | +24.2% | -70.9% | -53.0% |
| 3Y | +793.2% | +236.9% | +556.3% | +445.4% |
| All | +793.2% | +226.4% | +566.8% | +445.4% |
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 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