+66.1%
ASTS vs KEEL
+120.8%
-54.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | 0.0% | +19.3% | -19.3% | -6.4% |
| 30D | -9.2% | +9.1% | -18.3% | -13.0% |
| 3M | -29.6% | -31.5% | +1.9% | -22.3% |
| 6M | -30.5% | +75.8% | -106.3% | -46.9% |
| YTD | -14.1% | +57.9% | -71.9% | -32.3% |
| All | +66.1% | +120.8% | -54.7% | +75.5% |
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