+537.8%
ASTS vs KEY
+70.0%
+467.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +7.3% | +2.2% | +5.1% | +6.7% |
| 30D | -8.9% | -3.0% | -5.9% | -7.9% |
| 3M | -41.9% | +3.3% | -45.3% | -42.8% |
| 6M | -40.6% | +9.2% | -49.8% | -42.2% |
| YTD | -14.2% | +10.6% | -24.9% | -16.8% |
| 1Y | +48.9% | +20.4% | +28.5% | +40.8% |
| 3Y | +1,461.7% | +121.8% | +1,339.8% | +1,141.9% |
| 5Y | +404.1% | +41.1% | +363.0% | +336.8% |
| All | +537.8% | +70.0% | +467.8% | +451.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling