+78.3%
UNH vs ASTS
+576.8%
-498.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | +0.9% |
| 7D | +1.1% | +18.5% | -17.3% | +1.0% |
| 30D | -1.5% | -8.1% | +6.6% | -1.5% |
| 3M | -0.8% | -28.2% | +27.3% | -0.7% |
| 6M | +41.8% | -26.1% | +67.9% | +41.7% |
| YTD | +23.1% | -9.0% | +32.0% | +22.6% |
| 1Y | +28.5% | +62.2% | -33.7% | +27.2% |
| 3Y | -11.8% | +1,621.9% | -1,633.6% | -16.3% |
| 5Y | +5.3% | +457.0% | -451.7% | +0.4% |
| All | +78.3% | +576.8% | -498.4% | +45.7% |
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 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