+653.1%
ASTS vs UAL
+191.7%
+461.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.6% | -10.7% | -12.4% |
| 7D | -29.9% | +5.0% | -34.9% | -32.4% |
| 30D | -52.2% | -1.2% | -50.9% | -52.0% |
| 3M | -55.8% | -16.8% | -39.1% | -50.7% |
| 6M | -52.7% | +18.0% | -70.7% | -57.7% |
| YTD | -58.4% | -1.2% | -57.2% | -59.3% |
| 1Y | -57.1% | +14.3% | -71.4% | -61.6% |
| All | +653.1% | +191.7% | +461.4% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling