+653.1%
ASTS vs USAR
-27.6%
+680.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.5% | -5.7% | -12.6% |
| 7D | -29.9% | -29.5% | -0.4% | -22.7% |
| 30D | -52.2% | -46.0% | -6.2% | -43.4% |
| 3M | -55.8% | -56.8% | +0.9% | -44.7% |
| 6M | -52.7% | -72.9% | +20.2% | -33.6% |
| YTD | -58.4% | -37.6% | -20.8% | -51.1% |
| 1Y | -57.1% | -56.0% | -1.1% | -46.5% |
| All | +653.1% | -27.6% | +680.7% | +730.0% |
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