+230.9%
ASTS vs UAL
+23.0%
+207.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.0% | +5.0% | +6.4% |
| 7D | -21.1% | +8.2% | -29.2% | -23.2% |
| 30D | -46.7% | +2.3% | -49.0% | -47.1% |
| 3M | -52.0% | -12.7% | -39.3% | -49.9% |
| 6M | -54.3% | +12.7% | -67.0% | -55.9% |
| YTD | -55.5% | +0.8% | -56.3% | -55.9% |
| 1Y | -50.5% | +17.8% | -68.3% | -53.0% |
| 3Y | +706.2% | +206.7% | +499.5% | +506.2% |
| 5Y | +165.2% | +113.9% | +51.3% | +105.1% |
| All | +230.9% | +23.0% | +207.9% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling