+756.1%
ASTS vs USAR
-20.3%
+776.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.4% | -5.1% |
| 7D | +14.2% | +8.8% | +5.5% | +12.0% |
| 30D | -26.7% | -28.5% | +1.8% | -19.3% |
| 3M | -53.6% | -56.2% | +2.6% | -41.9% |
| 6M | -52.7% | -68.4% | +15.7% | -36.0% |
| YTD | -52.5% | -32.2% | -20.3% | -45.3% |
| 1Y | -46.5% | -52.3% | +5.8% | -34.6% |
| 3Y | +700.5% | -21.2% | +721.7% | +1,046.1% |
| All | +756.1% | -20.3% | +776.3% | +1,300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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