+230.9%
ASTS vs UTHR
+526.1%
-295.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.7% | +7.1% |
| 7D | -21.1% | -6.1% | -15.0% | -20.4% |
| 30D | -46.7% | +3.1% | -49.8% | -46.8% |
| 3M | -52.0% | +5.5% | -57.5% | -52.3% |
| 6M | -54.3% | -5.8% | -48.4% | -54.0% |
| YTD | -55.5% | +15.3% | -70.8% | -56.2% |
| 1Y | -50.5% | +23.8% | -74.3% | -51.7% |
| 3Y | +706.2% | +146.3% | +559.9% | +637.2% |
| 5Y | +165.2% | +177.8% | -12.6% | +138.1% |
| All | +230.9% | +526.1% | -295.2% | +189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling