+209.1%
ASTS vs UPRO
+350.7%
-141.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.2% | -2.0% | -9.6% |
| 7D | -29.9% | -14.4% | -15.5% | -24.8% |
| 30D | -52.2% | -18.2% | -33.9% | -47.6% |
| 3M | -55.8% | -16.4% | -39.4% | -51.9% |
| 6M | -52.7% | -2.6% | -50.1% | -51.0% |
| YTD | -58.4% | +11.1% | -69.6% | -59.0% |
| 1Y | -57.1% | +11.8% | -68.8% | -57.4% |
| 3Y | +629.5% | +209.9% | +419.6% | +426.1% |
| 5Y | +147.7% | +80.9% | +66.9% | +89.9% |
| All | +209.1% | +350.7% | -141.6% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling