+425.9%
ASTS vs KEYS
+82.0%
+343.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.0% |
| 7D | 0.0% | +2.9% | -2.9% | -2.4% |
| 30D | -9.2% | -1.3% | -7.9% | -8.1% |
| 3M | -29.6% | -0.1% | -29.5% | -30.4% |
| 6M | -30.5% | +17.4% | -47.8% | -39.8% |
| YTD | -14.1% | +62.9% | -77.0% | -46.6% |
| 1Y | +69.1% | +95.7% | -26.6% | -11.2% |
| 3Y | +1,525.5% | +150.2% | +1,375.3% | +597.2% |
| 5Y | +425.9% | +83.1% | +342.8% | +176.0% |
| All | +425.9% | +82.0% | +343.9% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling