+253.1%
ASTS vs KEYS
+199.6%
+53.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.5% |
| 7D | +14.2% | +16.7% | -2.5% | +3.2% |
| 30D | -26.7% | -17.8% | -8.9% | -15.6% |
| 3M | -53.6% | -14.2% | -39.4% | -48.3% |
| 6M | -52.7% | -15.9% | -36.8% | -46.8% |
| YTD | -52.5% | +49.7% | -102.2% | -63.6% |
| 1Y | -46.5% | +65.3% | -111.8% | -61.3% |
| 3Y | +700.5% | +144.9% | +555.6% | +375.6% |
| 5Y | +168.5% | +63.0% | +105.5% | +81.8% |
| All | +253.1% | +199.6% | +53.5% | +129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling