+788.3%
ASTS vs USB
+94.5%
+693.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -5.4% |
| 7D | -15.8% | +2.4% | -18.2% | -17.3% |
| 30D | -39.0% | +6.6% | -45.6% | -42.0% |
| 3M | -49.3% | -4.1% | -45.2% | -48.1% |
| 6M | -47.9% | +12.5% | -60.4% | -53.2% |
| YTD | -51.0% | +17.6% | -68.6% | -57.2% |
| 1Y | -49.2% | +36.5% | -85.7% | -59.7% |
| All | +788.3% | +94.5% | +693.8% | +445.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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