+230.9%
ASTS vs LUV
-13.5%
+244.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.0% | +7.0% |
| 7D | -21.1% | +4.8% | -25.8% | -22.7% |
| 30D | -46.7% | +6.5% | -53.2% | -48.1% |
| 3M | -52.0% | -4.9% | -47.1% | -51.1% |
| 6M | -54.3% | +8.1% | -62.3% | -55.9% |
| YTD | -55.5% | +9.0% | -64.5% | -57.9% |
| 1Y | -50.5% | +43.6% | -94.1% | -57.8% |
| 3Y | +706.2% | +101.4% | +604.8% | +503.5% |
| 5Y | +165.2% | -7.3% | +172.5% | +133.4% |
| All | +230.9% | -13.5% | +244.4% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling