-46.9%
ASTS vs LUV
+37.6%
-84.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.2% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | -22.6% | +14.2% | -36.9% | -27.6% |
| 3M | -54.4% | +0.6% | -55.0% | -54.5% |
| 6M | -56.4% | +15.1% | -71.5% | -59.5% |
| YTD | -55.1% | +10.2% | -65.3% | -58.2% |
| 1Y | -46.9% | +38.4% | -85.4% | -62.8% |
| All | -46.9% | +37.6% | -84.6% | -62.8% |
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