+653.1%
ASTS vs KEY
+107.3%
+545.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.7% | -12.5% | -13.6% |
| 7D | -29.9% | -2.5% | -27.4% | -28.8% |
| 30D | -52.2% | +4.1% | -56.2% | -53.2% |
| 3M | -55.8% | -8.4% | -47.5% | -53.6% |
| 6M | -52.7% | -2.3% | -50.4% | -52.5% |
| YTD | -58.4% | +4.6% | -63.0% | -59.6% |
| 1Y | -57.1% | +24.6% | -81.6% | -61.7% |
| All | +653.1% | +107.3% | +545.8% | +450.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling