+264.6%
ASTS vs UAL
+26.3%
+238.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.0% | -12.1% | -6.6% |
| 7D | -15.8% | +11.9% | -27.7% | -19.1% |
| 30D | -39.0% | +5.2% | -44.3% | -40.2% |
| 3M | -49.3% | -12.7% | -36.6% | -47.3% |
| 6M | -47.9% | +28.5% | -76.5% | -52.0% |
| YTD | -51.0% | +3.5% | -54.5% | -51.9% |
| 1Y | -49.2% | +27.5% | -76.7% | -53.0% |
| 3Y | +760.4% | +208.6% | +551.8% | +542.3% |
| 5Y | +185.6% | +135.6% | +50.1% | +118.1% |
| All | +264.6% | +26.3% | +238.3% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling