+133.1%
UBER vs ASTS
+576.8%
-443.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.1% | -9.6% | -4.0% |
| 7D | -2.8% | +18.5% | -21.3% | -4.3% |
| 30D | -2.5% | -8.1% | +5.6% | -2.1% |
| 3M | +4.4% | -28.2% | +32.6% | +6.1% |
| 6M | -2.7% | -26.1% | +23.4% | -2.7% |
| YTD | -10.5% | -9.0% | -1.5% | -13.5% |
| 1Y | -22.5% | +62.2% | -84.7% | -30.2% |
| 3Y | +54.8% | +1,621.9% | -1,567.1% | -0.5% |
| 5Y | +82.5% | +457.0% | -374.5% | +21.4% |
| All | +133.1% | +576.8% | -443.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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