+209.1%
ASTS vs URI
+697.2%
-488.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.1% | -8.1% | -12.4% |
| 7D | -29.9% | -12.9% | -17.0% | -25.6% |
| 30D | -52.2% | -3.4% | -48.7% | -51.3% |
| 3M | -55.8% | -10.0% | -45.8% | -53.8% |
| 6M | -52.7% | +12.2% | -64.9% | -55.1% |
| YTD | -58.4% | +29.8% | -88.2% | -63.7% |
| 1Y | -57.1% | +24.6% | -81.7% | -61.6% |
| 3Y | +629.5% | +137.6% | +491.9% | +416.6% |
| 5Y | +147.7% | +176.6% | -28.9% | +61.7% |
| All | +209.1% | +697.2% | -488.1% | +90.7% |
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