+174.0%
ASTS vs URI
+166.6%
+7.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +5.9% | +6.4% |
| 7D | -21.1% | -9.8% | -11.3% | -15.6% |
| 30D | -46.7% | +1.7% | -48.4% | -47.0% |
| 3M | -52.0% | -9.1% | -43.0% | -49.0% |
| 6M | -54.3% | +9.9% | -64.1% | -57.5% |
| YTD | -55.5% | +31.2% | -86.7% | -64.8% |
| 1Y | -50.5% | +25.9% | -76.4% | -59.3% |
| 3Y | +706.2% | +147.4% | +558.9% | +298.7% |
| All | +174.0% | +166.6% | +7.4% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling