+274.8%
ASTS vs UVXY
-100.0%
+374.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -9.1% | +17.8% | +6.9% |
| 7D | +2.8% | +2.3% | +0.5% | +7.3% |
| 30D | -28.8% | +4.0% | -32.8% | -24.7% |
| 3M | -48.9% | -21.6% | -27.3% | -48.4% |
| 6M | -55.6% | -55.1% | -0.6% | -58.8% |
| YTD | -49.6% | -53.7% | +4.2% | -50.6% |
| 1Y | -46.1% | -66.7% | +20.7% | -49.4% |
| 3Y | +749.7% | -94.6% | +844.3% | +660.6% |
| 5Y | +193.2% | -99.6% | +292.8% | +118.9% |
| All | +274.8% | -100.0% | +374.8% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 10y: compounded portfolio wealth divided by compounded UVXY 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…
10y analysis · Full analysis span regression · 6 months rolling