-1.1%
UNH vs ASTS
+148.1%
-149.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.6% |
| 7D | +3.4% | +0.8% | +2.5% | +3.3% |
| 30D | +3.0% | -22.6% | +25.6% | +3.2% |
| 3M | +2.7% | -54.4% | +57.2% | +3.3% |
| 6M | +2.8% | -56.4% | +59.2% | +3.2% |
| YTD | +25.9% | -55.1% | +81.0% | +26.0% |
| 1Y | +25.8% | -46.9% | +72.7% | +25.6% |
| 3Y | -20.0% | +715.0% | -735.0% | -22.9% |
| All | -1.1% | +148.1% | -149.2% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling