-55.8%
ASTS vs UAL
-17.2%
-38.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.6% | -10.7% | -12.4% |
| 7D | -29.9% | +5.0% | -34.9% | -31.8% |
| 30D | -52.2% | -1.2% | -50.9% | -50.5% |
| 3M | -55.8% | -16.8% | -39.1% | -44.1% |
| All | -55.8% | -17.2% | -38.7% | -44.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling