+1,621.9%
ASTS vs KEEL
+193.7%
+1,428.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.5% | -1.4% | +3.7% |
| 7D | +18.5% | +21.5% | -3.0% | +11.2% |
| 30D | -8.1% | -3.9% | -4.2% | -7.9% |
| 3M | -28.2% | -34.1% | +5.9% | -20.5% |
| 6M | -26.1% | +82.8% | -108.9% | -41.9% |
| YTD | -9.0% | +58.7% | -67.7% | -25.6% |
| 1Y | +62.2% | +191.4% | -129.2% | +4.9% |
| 3Y | +1,621.9% | +205.7% | +1,416.1% | +963.0% |
| All | +1,621.9% | +193.7% | +1,428.2% | +963.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling