+706.2%
ASTS vs LUV
+98.4%
+607.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.0% | +7.0% |
| 7D | -21.1% | +4.8% | -25.8% | -23.3% |
| 30D | -46.7% | +6.5% | -53.2% | -48.6% |
| 3M | -52.0% | -4.9% | -47.1% | -50.8% |
| 6M | -54.3% | +8.1% | -62.3% | -56.6% |
| YTD | -55.5% | +9.0% | -64.5% | -59.1% |
| 1Y | -50.5% | +43.6% | -94.1% | -61.1% |
| 3Y | +706.2% | +101.4% | +604.8% | +332.8% |
| All | +706.2% | +98.4% | +607.9% | +332.8% |
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 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