+513.2%
ASTS vs KEEL
+493.1%
+20.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -2.6% |
| 7D | -3.6% | +2.7% | -6.3% | -4.1% |
| 30D | -16.4% | +4.6% | -20.9% | -17.4% |
| 3M | -31.4% | -34.5% | +3.1% | -26.8% |
| 6M | -31.6% | +59.3% | -90.8% | -38.6% |
| YTD | -17.5% | +46.4% | -63.9% | -24.9% |
| 1Y | +59.4% | +96.6% | -37.2% | +35.8% |
| 3Y | +1,460.2% | +182.0% | +1,278.2% | +1,081.5% |
| 5Y | +413.4% | -38.2% | +451.6% | +308.6% |
| All | +513.2% | +493.1% | +20.1% | +362.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling