-49.2%
ASTS vs LUV
+57.3%
-106.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.8% | -11.0% | -7.2% |
| 7D | -15.8% | +6.8% | -22.6% | -18.6% |
| 30D | -39.0% | +10.9% | -50.0% | -42.2% |
| 3M | -49.3% | -4.2% | -45.1% | -48.7% |
| 6M | -47.9% | +22.1% | -70.1% | -53.1% |
| YTD | -51.0% | +13.8% | -64.8% | -55.1% |
| 1Y | -49.2% | +59.2% | -108.4% | -65.4% |
| All | -49.2% | +57.3% | -106.5% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 1y: compounded portfolio wealth divided by compounded LUV 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…
1y analysis · Full analysis span regression · 6 months rolling