-50.5%
ASTS vs UPST
-47.3%
-3.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.2% | +7.8% |
| 7D | -21.1% | -4.9% | -16.2% | -18.4% |
| 30D | -46.7% | -8.9% | -37.8% | -43.4% |
| 3M | -52.0% | -26.3% | -25.7% | -42.3% |
| 6M | -54.3% | -23.7% | -30.5% | -45.8% |
| YTD | -55.5% | -49.9% | -5.5% | -35.7% |
| 1Y | -50.5% | -42.0% | -8.5% | -35.0% |
| All | -50.5% | -47.3% | -3.2% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling