+815.5%
ASTS vs UTHR
+168.1%
+647.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.2% | +7.5% | +8.5% |
| 7D | +2.8% | -2.1% | +4.9% | +3.3% |
| 30D | -28.8% | +8.3% | -37.1% | -29.5% |
| 3M | -48.9% | +15.5% | -64.4% | -49.9% |
| 6M | -55.6% | +4.5% | -60.2% | -55.9% |
| YTD | -49.6% | +22.2% | -71.8% | -51.1% |
| 1Y | -46.1% | +29.7% | -75.8% | -48.3% |
| All | +815.5% | +168.1% | +647.4% | +845.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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