+80.4%
UNH vs ASTS
+274.8%
-194.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -0.6% |
| 7D | -1.6% | +2.8% | -4.4% | -1.6% |
| 30D | +6.5% | -28.8% | +35.3% | +6.7% |
| 3M | +0.8% | -48.9% | +49.7% | +1.3% |
| 6M | +6.1% | -55.6% | +61.7% | +6.5% |
| YTD | +24.5% | -49.6% | +74.1% | +24.6% |
| 1Y | +26.3% | -46.1% | +72.4% | +26.2% |
| 3Y | -20.7% | +749.7% | -770.4% | -24.2% |
| 5Y | -3.6% | +193.2% | -196.8% | -7.6% |
| All | +80.4% | +274.8% | -194.5% | +48.1% |
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