+27.0%
UNH vs ASTS
-47.5%
+74.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.2% |
| 7D | +0.6% | -15.8% | +16.4% | +0.6% |
| 30D | +8.1% | -39.0% | +47.2% | +8.3% |
| 3M | +1.1% | -49.3% | +50.4% | +1.3% |
| 6M | +11.7% | -47.9% | +59.7% | +11.1% |
| YTD | +26.5% | -51.0% | +77.4% | +25.4% |
| 1Y | +27.0% | -49.2% | +76.2% | +26.4% |
| All | +27.0% | -47.5% | +74.5% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling