+513.2%
ASTS vs LUV
-24.7%
+537.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -16.4% | -14.6% | -1.8% | -11.0% |
| 3M | -31.4% | -5.7% | -25.7% | -30.1% |
| 6M | -31.6% | -8.4% | -23.1% | -29.8% |
| YTD | -17.5% | -5.1% | -12.4% | -17.5% |
| 1Y | +59.4% | +26.6% | +32.8% | +43.1% |
| 3Y | +1,460.2% | +39.7% | +1,420.5% | +1,222.1% |
| 5Y | +413.4% | -12.0% | +425.4% | +375.7% |
| All | +513.2% | -24.7% | +537.9% | +466.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling