-35.2%
AAL vs ASTS
+148.1%
-183.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.5% | -0.5% |
| 7D | -0.1% | +0.8% | -0.9% | -0.2% |
| 30D | +11.7% | -22.6% | +34.3% | +14.0% |
| 3M | -12.5% | -54.4% | +41.9% | -6.6% |
| 6M | +3.6% | -56.4% | +60.0% | +9.6% |
| YTD | -14.1% | -55.1% | +41.0% | -11.4% |
| 1Y | +0.8% | -46.9% | +47.7% | +1.4% |
| 3Y | +11.8% | +715.0% | -703.2% | -21.7% |
| All | -35.2% | +148.1% | -183.3% | -58.3% |
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