+62.2%
ASTS vs LUV
+25.9%
+36.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +7.3% |
| 7D | +18.5% | +3.1% | +15.4% | +16.6% |
| 30D | -8.1% | -17.4% | +9.3% | +1.2% |
| 3M | -28.2% | -4.9% | -23.3% | -27.4% |
| 6M | -26.1% | -5.7% | -20.4% | -25.4% |
| YTD | -9.0% | -5.2% | -3.8% | -9.9% |
| 1Y | +62.2% | +24.1% | +38.1% | +25.8% |
| All | +62.2% | +25.9% | +36.3% | +25.8% |
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 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