-57.4%
AAL vs ASTS
+209.1%
-266.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -15.2% | +10.1% | -3.9% |
| 7D | +1.2% | -29.9% | +31.1% | +4.0% |
| 30D | -0.5% | -52.2% | +51.6% | +5.4% |
| 3M | -22.0% | -55.8% | +33.8% | -17.0% |
| 6M | +4.5% | -52.7% | +57.2% | +9.0% |
| YTD | -15.7% | -58.4% | +42.8% | -12.6% |
| 1Y | -3.7% | -57.1% | +53.4% | -1.2% |
| 3Y | +7.9% | +629.5% | -621.5% | -18.9% |
| 5Y | -40.7% | +147.7% | -188.5% | -55.0% |
| All | -57.4% | +209.1% | -266.5% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling