+537.8%
ASTS vs UPRO
+434.4%
+103.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +7.3% | +0.1% | +7.3% | +7.4% |
| 30D | -8.9% | -0.9% | -8.0% | -8.4% |
| 3M | -41.9% | +1.9% | -43.9% | -41.8% |
| 6M | -40.6% | +33.1% | -73.7% | -46.2% |
| YTD | -14.2% | +31.8% | -46.0% | -21.8% |
| 1Y | +48.9% | +48.3% | +0.6% | +31.4% |
| 3Y | +1,461.7% | +221.5% | +1,240.2% | +979.6% |
| 5Y | +404.1% | +136.7% | +267.4% | +254.1% |
| All | +537.8% | +434.4% | +103.4% | +326.2% |
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 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