+160.4%
ASTS vs UTHR
+190.6%
-30.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | +0.8% | +5.2% | -4.4% | +0.1% |
| 30D | -22.6% | +9.5% | -32.1% | -23.4% |
| 3M | -54.4% | +17.9% | -72.4% | -55.4% |
| 6M | -56.4% | +2.0% | -58.4% | -56.5% |
| YTD | -55.1% | +21.3% | -76.4% | -56.4% |
| 1Y | -46.9% | +27.9% | -74.8% | -48.9% |
| 3Y | +715.0% | +162.3% | +552.7% | +614.6% |
| All | +160.4% | +190.6% | -30.2% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling