+56.0%
ASTS vs KEYS
+97.6%
-41.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -3.2% |
| 7D | -3.9% | +3.5% | -7.4% | -6.4% |
| 30D | -19.4% | -4.5% | -15.0% | -16.6% |
| 3M | -38.6% | -0.4% | -38.2% | -39.8% |
| 6M | -32.1% | +19.1% | -51.3% | -40.0% |
| YTD | -17.6% | +66.7% | -84.2% | -45.5% |
| 1Y | +56.0% | +96.5% | -40.5% | -5.1% |
| All | +56.0% | +97.6% | -41.6% | -5.1% |
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