+162.6%
ASTS vs UPST
-14.8%
+177.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.3% | -9.9% | -14.0% |
| 7D | -29.9% | -10.9% | -19.0% | -28.0% |
| 30D | -52.2% | -7.2% | -44.9% | -51.2% |
| 3M | -55.8% | -26.7% | -29.1% | -52.7% |
| 6M | -52.7% | -29.0% | -23.7% | -48.9% |
| YTD | -58.4% | -49.4% | -9.0% | -52.1% |
| 1Y | -57.1% | -47.0% | -10.1% | -50.7% |
| 3Y | +629.5% | -27.0% | +656.4% | +620.2% |
| 5Y | +147.7% | -93.3% | +241.1% | +166.4% |
| All | +162.6% | -14.8% | +177.5% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling