+174.0%
ASTS vs KEY
+11.7%
+162.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +7.3% |
| 7D | -21.1% | -1.3% | -19.8% | -20.5% |
| 30D | -46.7% | +5.1% | -51.8% | -48.2% |
| 3M | -52.0% | -7.1% | -44.9% | -50.0% |
| 6M | -54.3% | -4.4% | -49.9% | -53.5% |
| YTD | -55.5% | +4.0% | -59.5% | -56.6% |
| 1Y | -50.5% | +23.4% | -73.9% | -55.8% |
| 3Y | +706.2% | +113.9% | +592.3% | +418.6% |
| All | +174.0% | +11.7% | +162.3% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling