+31.4%
UNH vs ASTS
+37.2%
-5.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +7.3% | -6.3% | +1.0% |
| 30D | -3.8% | -8.9% | +5.1% | -3.7% |
| 3M | +0.7% | -41.9% | +42.7% | +1.3% |
| 6M | +37.9% | -40.6% | +78.5% | +37.8% |
| YTD | +21.9% | -14.2% | +36.1% | +20.1% |
| 1Y | +31.4% | +48.9% | -17.5% | +32.7% |
| All | +31.4% | +37.2% | -5.9% | +32.7% |
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