+230.9%
ASTS vs KEY
+59.8%
+171.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +7.2% |
| 7D | -21.1% | -1.3% | -19.8% | -20.7% |
| 30D | -46.7% | +5.1% | -51.8% | -47.6% |
| 3M | -52.0% | -7.1% | -44.9% | -50.8% |
| 6M | -54.3% | -4.4% | -49.9% | -53.8% |
| YTD | -55.5% | +4.0% | -59.5% | -56.0% |
| 1Y | -50.5% | +23.4% | -73.9% | -53.4% |
| 3Y | +706.2% | +113.9% | +592.3% | +549.0% |
| 5Y | +165.2% | +12.3% | +152.9% | +136.8% |
| All | +230.9% | +59.8% | +171.1% | +191.6% |
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