+253.1%
ASTS vs KEEL
+236.2%
+16.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.8% | 0.0% | -4.6% |
| 7D | +14.2% | +18.2% | -3.9% | +10.7% |
| 30D | -26.7% | -32.1% | +5.4% | -20.7% |
| 3M | -53.6% | -44.9% | -8.7% | -48.0% |
| 6M | -52.7% | -52.1% | -0.6% | -46.2% |
| YTD | -52.5% | -17.0% | -35.5% | -51.7% |
| 1Y | -46.5% | -38.5% | -8.0% | -43.0% |
| 3Y | +700.5% | +62.5% | +638.0% | +580.2% |
| 5Y | +168.5% | -77.3% | +245.8% | +143.1% |
| All | +253.1% | +236.2% | +16.9% | +197.8% |
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