-40.6%
ASTS vs UVXY
-58.7%
+18.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.6% |
| 7D | +7.3% | -5.0% | +12.3% | +5.3% |
| 30D | -8.9% | -20.5% | +11.7% | -16.9% |
| 3M | -41.9% | -36.6% | -5.3% | -50.2% |
| 6M | -40.6% | -56.9% | +16.3% | -52.8% |
| All | -40.6% | -58.7% | +18.1% | -52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling