-20.5%
UNH vs ASTS
+693.1%
-713.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +0.6% |
| 7D | +2.4% | +14.2% | -11.9% | +2.3% |
| 30D | +7.2% | -26.7% | +33.9% | +7.4% |
| 3M | +0.5% | -53.6% | +54.1% | +0.9% |
| 6M | +3.4% | -52.7% | +56.1% | +3.6% |
| YTD | +25.2% | -52.5% | +77.7% | +25.1% |
| 1Y | +22.7% | -46.5% | +69.2% | +22.4% |
| All | -20.5% | +693.1% | -713.6% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling