+1,504.6%
ASTS vs KEYS
+148.6%
+1,356.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -4.9% |
| 7D | 0.0% | +2.9% | -2.9% | -2.6% |
| 30D | -9.2% | -1.3% | -7.9% | -8.0% |
| 3M | -29.6% | -0.1% | -29.5% | -30.7% |
| 6M | -30.5% | +17.4% | -47.8% | -40.7% |
| YTD | -14.1% | +62.9% | -77.0% | -49.6% |
| 1Y | +69.1% | +95.7% | -26.6% | -18.7% |
| All | +1,504.6% | +148.6% | +1,356.0% | +445.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling