+174.0%
ASTS vs LUV
-7.8%
+181.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.0% | +7.0% |
| 7D | -21.1% | +4.8% | -25.8% | -23.7% |
| 30D | -46.7% | +6.5% | -53.2% | -49.0% |
| 3M | -52.0% | -4.9% | -47.1% | -50.7% |
| 6M | -54.3% | +8.1% | -62.3% | -57.1% |
| YTD | -55.5% | +9.0% | -64.5% | -60.0% |
| 1Y | -50.5% | +43.6% | -94.1% | -63.0% |
| 3Y | +706.2% | +101.4% | +604.8% | +327.5% |
| All | +174.0% | -7.8% | +181.8% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling