+715.0%
ASTS vs UPRO
+226.4%
+488.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.4% |
| 7D | +0.8% | +7.4% | -6.6% | -4.6% |
| 30D | -22.6% | -7.9% | -14.8% | -16.0% |
| 3M | -54.4% | -12.0% | -42.4% | -48.3% |
| 6M | -56.4% | -2.0% | -54.5% | -54.3% |
| YTD | -55.1% | +20.4% | -75.5% | -59.9% |
| 1Y | -46.9% | +24.5% | -71.4% | -53.1% |
| 3Y | +715.0% | +224.4% | +490.6% | +467.7% |
| All | +715.0% | +226.4% | +488.6% | +467.7% |
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