+230.9%
ASTS vs URA
+272.3%
-41.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.7% | +4.0% |
| 7D | -21.1% | -4.1% | -17.0% | -18.2% |
| 30D | -46.7% | -19.0% | -27.7% | -37.8% |
| 3M | -52.0% | -25.1% | -26.9% | -40.7% |
| 6M | -54.3% | -44.5% | -9.8% | -30.3% |
| YTD | -55.5% | -24.3% | -31.2% | -42.2% |
| 1Y | -50.5% | -28.1% | -22.4% | -32.7% |
| 3Y | +706.2% | +40.7% | +665.6% | +682.0% |
| 5Y | +165.2% | +35.5% | +129.8% | +148.5% |
| All | +230.9% | +272.3% | -41.4% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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