+1,505.9%
ASTS vs UAL
+127.4%
+1,378.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -1.3% |
| 7D | +7.3% | +0.7% | +6.6% | +7.0% |
| 30D | -8.9% | -16.1% | +7.2% | +2.1% |
| 3M | -41.9% | +6.1% | -48.1% | -44.6% |
| 6M | -40.6% | +10.8% | -51.4% | -45.5% |
| YTD | -14.2% | -0.4% | -13.8% | -16.3% |
| 1Y | +48.9% | +5.0% | +43.8% | +40.2% |
| All | +1,505.9% | +127.4% | +1,378.5% | +661.3% |
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 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