-49.2%
ASTS vs KEEL
-45.0%
-4.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.4% |
| 7D | -15.8% | -13.6% | -2.2% | -10.8% |
| 30D | -39.0% | -39.1% | +0.1% | -25.0% |
| 3M | -49.3% | -48.9% | -0.4% | -34.4% |
| 6M | -47.9% | -35.4% | -12.6% | -41.6% |
| YTD | -51.0% | -10.6% | -40.3% | -54.7% |
| 1Y | -49.2% | -45.3% | -3.8% | -46.8% |
| All | -49.2% | -45.0% | -4.2% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling