-21.3%
UNH vs ASTS
+688.5%
-709.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.4% | -0.4% |
| 7D | -3.2% | -21.1% | +17.9% | -3.0% |
| 30D | +4.8% | -46.7% | +51.5% | +5.2% |
| 3M | -1.8% | -52.0% | +50.2% | -1.5% |
| 6M | +8.6% | -54.3% | +62.9% | +8.7% |
| YTD | +21.8% | -55.5% | +77.2% | +21.8% |
| 1Y | +25.8% | -50.5% | +76.3% | +25.7% |
| 3Y | -21.3% | +706.2% | -727.6% | -22.2% |
| All | -21.3% | +688.5% | -709.9% | -22.2% |
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