+1,621.9%
ASTS vs UVXY
-95.1%
+1,717.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +6.7% |
| 7D | +18.5% | -4.7% | +23.2% | +17.1% |
| 30D | -8.1% | -17.1% | +9.0% | -12.3% |
| 3M | -28.2% | -39.9% | +11.8% | -36.1% |
| 6M | -26.1% | -66.9% | +40.7% | -41.2% |
| YTD | -9.0% | -50.1% | +41.1% | -16.9% |
| 1Y | +62.2% | -68.3% | +130.5% | +38.1% |
| 3Y | +1,621.9% | -95.0% | +1,716.8% | +1,158.4% |
| All | +1,621.9% | -95.1% | +1,717.0% | +1,158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling