-56.1%
AAL vs ASTS
+253.1%
-309.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.8% | +0.2% | -5.1% |
| 7D | +2.9% | +14.2% | -11.3% | +1.7% |
| 30D | +6.5% | -26.7% | +33.2% | +9.0% |
| 3M | -10.9% | -53.6% | +42.7% | -5.5% |
| 6M | +4.9% | -52.7% | +57.6% | +9.6% |
| YTD | -13.2% | -52.5% | +39.3% | -11.1% |
| 1Y | -1.1% | -46.5% | +45.4% | -0.5% |
| 3Y | +12.8% | +700.5% | -687.7% | -15.8% |
| 5Y | -34.4% | +168.5% | -202.9% | -50.7% |
| All | -56.1% | +253.1% | -309.3% | -70.7% |
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