+13.0%
AAL vs ASTS
+688.5%
-675.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.1% | +1.5% |
| 7D | +4.6% | -21.1% | +25.7% | +6.0% |
| 30D | +2.6% | -46.7% | +49.3% | +6.5% |
| 3M | -17.8% | -52.0% | +34.2% | -14.3% |
| 6M | +1.9% | -54.3% | +56.1% | +5.4% |
| YTD | -14.0% | -55.5% | +41.5% | -11.9% |
| 1Y | +0.2% | -50.5% | +50.7% | +1.6% |
| 3Y | +13.0% | +706.2% | -693.2% | +12.1% |
| All | +13.0% | +688.5% | -675.5% | +12.1% |
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