+1,539.7%
ASTS vs LUV
+41.1%
+1,498.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -1.0% |
| 7D | +7.3% | +0.4% | +6.9% | +7.1% |
| 30D | -8.9% | -18.4% | +9.5% | +2.2% |
| 3M | -41.9% | -3.2% | -38.7% | -41.6% |
| 6M | -40.6% | -14.8% | -25.8% | -35.9% |
| YTD | -14.2% | -2.9% | -11.4% | -16.3% |
| 1Y | +48.9% | +29.6% | +19.3% | +22.1% |
| All | +1,539.7% | +41.1% | +1,498.6% | +1,010.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling