-36.4%
AAL vs ASTS
+213.2%
-249.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +14.1% | -6.7% | +6.1% |
| 7D | +8.3% | +1.5% | +6.7% | +8.0% |
| 30D | +11.0% | -27.6% | +38.6% | +14.0% |
| 3M | -11.2% | -48.7% | +37.6% | -6.1% |
| 6M | +6.1% | -50.8% | +56.9% | +10.8% |
| YTD | -7.6% | -49.2% | +41.6% | -5.8% |
| 1Y | +3.7% | -46.7% | +50.4% | +4.4% |
| 3Y | +20.5% | +793.2% | -772.7% | -16.1% |
| 5Y | -36.4% | +195.6% | -232.0% | -60.3% |
| All | -36.4% | +213.2% | -249.5% | -60.3% |
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