-52.7%
ASTS vs UPRO
-1.9%
-50.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.2% | -2.0% | +2.2% |
| 7D | -29.9% | -14.4% | -15.5% | -14.1% |
| 30D | -52.2% | -18.2% | -33.9% | -37.1% |
| 3M | -55.8% | -16.4% | -39.4% | -43.7% |
| 6M | -52.7% | -2.6% | -50.1% | -54.2% |
| All | -52.7% | -1.9% | -50.9% | -54.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling