+431.2%
ASTS vs UPRO
+137.3%
+293.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.2% |
| 7D | +7.3% | +0.1% | +7.3% | +7.3% |
| 30D | -8.9% | -0.9% | -8.0% | -8.1% |
| 3M | -41.9% | +1.9% | -43.9% | -42.0% |
| 6M | -40.6% | +33.1% | -73.7% | -50.6% |
| YTD | -14.2% | +31.8% | -46.0% | -27.9% |
| 1Y | +48.9% | +48.3% | +0.6% | +17.4% |
| 3Y | +1,461.7% | +221.5% | +1,240.2% | +628.4% |
| All | +431.2% | +137.3% | +293.9% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling