+274.8%
ASTS vs URA
+287.3%
-12.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +7.7% |
| 7D | +2.8% | +2.9% | -0.1% | +1.9% |
| 30D | -28.8% | -10.8% | -18.0% | -21.8% |
| 3M | -48.9% | -25.5% | -23.4% | -36.4% |
| 6M | -55.6% | -41.2% | -14.4% | -34.6% |
| YTD | -49.6% | -21.3% | -28.3% | -35.9% |
| 1Y | -46.1% | -25.7% | -20.4% | -28.0% |
| 3Y | +749.7% | +43.1% | +706.6% | +715.2% |
| 5Y | +193.2% | +35.6% | +157.6% | +171.0% |
| All | +274.8% | +287.3% | -12.5% | +191.7% |
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