+576.8%
ASTS vs USB
+44.3%
+532.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.7% |
| 7D | +18.5% | +2.1% | +16.4% | +17.6% |
| 30D | -8.1% | -2.3% | -5.8% | -7.3% |
| 3M | -28.2% | +13.9% | -42.0% | -32.3% |
| 6M | -26.1% | +21.6% | -47.7% | -32.1% |
| YTD | -9.0% | +19.3% | -28.3% | -15.4% |
| 1Y | +62.2% | +33.6% | +28.6% | +44.5% |
| 3Y | +1,621.9% | +97.7% | +1,524.1% | +1,251.9% |
| 5Y | +457.0% | +40.4% | +416.6% | +367.1% |
| All | +576.8% | +44.3% | +532.4% | +463.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling