+441.8%
ASTS vs UPST
+7.9%
+433.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +7.3% | -3.5% | +10.9% | +8.3% |
| 30D | -8.9% | -7.1% | -1.8% | -7.4% |
| 3M | -41.9% | -13.1% | -28.8% | -39.8% |
| 6M | -40.6% | -1.1% | -39.5% | -40.5% |
| YTD | -14.2% | -35.9% | +21.6% | -6.3% |
| 1Y | +48.9% | -57.4% | +106.3% | +76.5% |
| 3Y | +1,461.7% | -14.9% | +1,476.5% | +1,382.1% |
| 5Y | +404.1% | -88.7% | +492.8% | +405.5% |
| All | +441.8% | +7.9% | +433.9% | +486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling