-8.2%
AAL vs ASTS
+1,473.5%
-1,481.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -3.7% | +7.3% | -11.1% | -4.2% |
| 30D | -20.8% | -8.9% | -11.9% | -20.4% |
| 3M | -1.3% | -41.9% | +40.6% | +1.4% |
| 6M | +5.4% | -40.6% | +46.0% | +7.1% |
| YTD | -14.4% | -14.2% | -0.1% | -15.7% |
| 1Y | +2.1% | +48.9% | -46.8% | -3.7% |
| All | -8.2% | +1,473.5% | -1,481.7% | -20.1% |
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