+1,505.9%
ASTS vs KEY
+122.6%
+1,383.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +7.3% | +2.2% | +5.1% | +6.0% |
| 30D | -8.9% | -3.0% | -5.9% | -7.1% |
| 3M | -41.9% | +3.3% | -45.3% | -43.7% |
| 6M | -40.6% | +9.2% | -49.8% | -44.0% |
| YTD | -14.2% | +10.6% | -24.9% | -19.7% |
| 1Y | +48.9% | +20.4% | +28.5% | +32.7% |
| All | +1,505.9% | +122.6% | +1,383.3% | +823.9% |
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