+815.4%
ASTS vs USAR
-13.4%
+828.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +6.5% | +7.6% | +12.3% |
| 7D | +1.5% | -1.1% | +2.6% | +2.2% |
| 30D | -27.6% | -30.3% | +2.6% | -20.0% |
| 3M | -48.7% | -54.7% | +6.0% | -36.7% |
| 6M | -50.8% | -67.5% | +16.7% | -34.3% |
| YTD | -49.2% | -26.4% | -22.8% | -42.9% |
| 1Y | -46.7% | -49.5% | +2.9% | -36.2% |
| 3Y | +793.2% | -14.5% | +807.7% | +1,148.0% |
| All | +815.4% | -13.4% | +828.8% | +1,361.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling