+538.9%
ASTS vs UVXY
-100.0%
+638.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.1% | -5.1% |
| 7D | 0.0% | +2.3% | -2.2% | +0.5% |
| 30D | -9.2% | -15.0% | +5.8% | -11.7% |
| 3M | -29.6% | -39.8% | +10.2% | -35.1% |
| 6M | -30.5% | -60.0% | +29.6% | -38.7% |
| YTD | -14.1% | -48.8% | +34.8% | -18.6% |
| 1Y | +69.1% | -67.3% | +136.4% | +52.7% |
| 3Y | +1,525.5% | -94.8% | +1,620.4% | +1,307.6% |
| 5Y | +425.9% | -99.7% | +525.5% | +274.2% |
| All | +538.9% | -100.0% | +638.9% | +328.1% |
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