+808.7%
ASTS vs USAR
-18.3%
+827.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.4% | +4.3% | +7.5% |
| 7D | +2.8% | +0.8% | +2.0% | +3.2% |
| 30D | -28.8% | -30.1% | +1.2% | -21.2% |
| 3M | -48.9% | -56.3% | +7.4% | -36.1% |
| 6M | -55.6% | -68.6% | +12.9% | -40.0% |
| YTD | -49.6% | -30.5% | -19.0% | -42.3% |
| 1Y | -46.1% | -53.5% | +7.4% | -34.1% |
| 3Y | +749.7% | -19.3% | +768.9% | +1,108.1% |
| All | +808.7% | -18.3% | +827.0% | +1,375.9% |
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