+783.9%
ASTS vs USAR
-19.0%
+802.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.7% | -2.5% |
| 7D | -15.8% | -21.8% | +6.0% | -10.0% |
| 30D | -39.0% | -39.9% | +0.9% | -30.2% |
| 3M | -49.3% | -52.5% | +3.2% | -38.3% |
| 6M | -47.9% | -67.9% | +20.0% | -30.3% |
| YTD | -51.0% | -31.1% | -19.9% | -44.1% |
| 1Y | -49.2% | -49.8% | +0.7% | -38.8% |
| 3Y | +760.4% | -19.9% | +780.3% | +1,119.1% |
| All | +783.9% | -19.0% | +802.8% | +1,330.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling