+512.7%
ASTS vs KEYS
+233.5%
+279.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -2.8% |
| 7D | -3.9% | +3.5% | -7.4% | -6.1% |
| 30D | -19.4% | -4.5% | -15.0% | -16.9% |
| 3M | -38.6% | -0.4% | -38.2% | -38.9% |
| 6M | -32.1% | +19.1% | -51.3% | -39.2% |
| YTD | -17.6% | +66.7% | -84.2% | -41.6% |
| 1Y | +56.0% | +96.5% | -40.5% | -0.1% |
| 3Y | +1,438.8% | +155.2% | +1,283.7% | +773.2% |
| 5Y | +412.9% | +88.0% | +325.0% | +219.6% |
| All | +512.7% | +233.5% | +279.2% | +269.0% |
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