+233.7%
ASTS vs KEY
+64.5%
+169.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.7% |
| 7D | +0.8% | +2.9% | -2.1% | 0.0% |
| 30D | -22.6% | +8.4% | -31.1% | -24.6% |
| 3M | -54.4% | -5.8% | -48.7% | -53.5% |
| 6M | -56.4% | +5.4% | -61.9% | -57.3% |
| YTD | -55.1% | +7.1% | -62.2% | -56.0% |
| 1Y | -46.9% | +26.8% | -73.7% | -50.5% |
| 3Y | +715.0% | +128.7% | +586.3% | +544.4% |
| 5Y | +153.7% | +13.6% | +140.0% | +124.9% |
| All | +233.7% | +64.5% | +169.2% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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