+537.8%
ASTS vs UVXY
-100.0%
+637.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | +7.3% | -5.0% | +12.3% | +6.5% |
| 30D | -8.9% | -20.5% | +11.7% | -12.5% |
| 3M | -41.9% | -36.6% | -5.3% | -45.7% |
| 6M | -40.6% | -56.9% | +16.3% | -46.4% |
| YTD | -14.2% | -51.2% | +37.0% | -19.5% |
| 1Y | +48.9% | -69.8% | +118.6% | +32.4% |
| 3Y | +1,461.7% | -95.1% | +1,556.7% | +1,240.7% |
| 5Y | +404.1% | -99.7% | +503.8% | +256.6% |
| All | +537.8% | -100.0% | +637.7% | +323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling