+230.9%
ASTS vs URI
+706.2%
-475.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +5.9% | +6.6% |
| 7D | -21.1% | -9.8% | -11.3% | -17.5% |
| 30D | -46.7% | +1.7% | -48.4% | -46.8% |
| 3M | -52.0% | -9.1% | -43.0% | -50.0% |
| 6M | -54.3% | +9.9% | -64.1% | -56.2% |
| YTD | -55.5% | +31.2% | -86.7% | -61.3% |
| 1Y | -50.5% | +25.9% | -76.4% | -55.9% |
| 3Y | +706.2% | +147.4% | +558.9% | +462.9% |
| 5Y | +165.2% | +179.7% | -14.5% | +72.4% |
| All | +230.9% | +706.2% | -475.3% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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