+264.6%
ASTS vs KEY
+65.2%
+199.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.6% |
| 7D | -15.8% | +1.7% | -17.4% | -16.3% |
| 30D | -39.0% | +6.8% | -45.8% | -40.4% |
| 3M | -49.3% | -5.8% | -43.5% | -48.4% |
| 6M | -47.9% | +1.4% | -49.4% | -48.4% |
| YTD | -51.0% | +7.5% | -58.5% | -52.1% |
| 1Y | -49.2% | +29.6% | -78.8% | -52.9% |
| 3Y | +760.4% | +118.8% | +641.6% | +586.3% |
| 5Y | +185.6% | +16.8% | +168.8% | +151.9% |
| All | +264.6% | +65.2% | +199.4% | +217.5% |
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