+1,505.9%
ASTS vs UPST
-13.8%
+1,519.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +7.3% | -3.5% | +10.9% | +8.7% |
| 30D | -8.9% | -7.1% | -1.8% | -6.6% |
| 3M | -41.9% | -13.1% | -28.8% | -38.7% |
| 6M | -40.6% | -1.1% | -39.5% | -40.7% |
| YTD | -14.2% | -35.9% | +21.6% | -2.8% |
| 1Y | +48.9% | -57.4% | +106.3% | +88.8% |
| All | +1,505.9% | -13.8% | +1,519.7% | +1,471.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling