+706.2%
ASTS vs USAR
-19.7%
+725.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.8% | -3.8% | +4.1% |
| 7D | -21.1% | -14.5% | -6.6% | -17.3% |
| 30D | -46.7% | -37.8% | -8.9% | -39.3% |
| 3M | -52.0% | -52.8% | +0.8% | -41.3% |
| 6M | -54.3% | -71.2% | +17.0% | -37.1% |
| YTD | -55.5% | -30.9% | -24.6% | -49.1% |
| 1Y | -50.5% | -48.0% | -2.5% | -40.5% |
| 3Y | +706.2% | -19.7% | +725.9% | +764.0% |
| All | +706.2% | -19.7% | +725.9% | +764.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling