-49.2%
ASTS vs KEYS
+55.9%
-105.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | +0.8% |
| 7D | -15.8% | -14.8% | -1.0% | -4.7% |
| 30D | -39.0% | -25.6% | -13.5% | -23.4% |
| 3M | -49.3% | -16.2% | -33.1% | -42.2% |
| 6M | -47.9% | -18.6% | -29.3% | -40.3% |
| YTD | -51.0% | +40.7% | -91.6% | -65.7% |
| 1Y | -49.2% | +59.6% | -108.8% | -67.4% |
| All | -49.2% | +55.9% | -105.1% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling