+537.8%
ASTS vs UTHR
+443.2%
+94.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +7.3% | -5.4% | +12.7% | +7.9% |
| 30D | -8.9% | -6.0% | -2.8% | -8.3% |
| 3M | -41.9% | -11.0% | -31.0% | -41.2% |
| 6M | -40.6% | -0.5% | -40.1% | -40.6% |
| YTD | -14.2% | +0.1% | -14.3% | -14.5% |
| 1Y | +48.9% | +28.2% | +20.7% | +44.6% |
| 3Y | +1,461.7% | +113.8% | +1,347.8% | +1,349.1% |
| 5Y | +404.1% | +131.3% | +272.8% | +359.3% |
| All | +537.8% | +443.2% | +94.6% | +466.3% |
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 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