+175.6%
ASTS vs KEYS
+62.6%
+113.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.4% |
| 7D | +14.2% | +16.7% | -2.5% | +0.1% |
| 30D | -26.7% | -17.8% | -8.9% | -12.2% |
| 3M | -53.6% | -14.2% | -39.4% | -46.9% |
| 6M | -52.7% | -15.9% | -36.8% | -45.4% |
| YTD | -52.5% | +49.7% | -102.2% | -68.2% |
| 1Y | -46.5% | +65.3% | -111.8% | -67.0% |
| 3Y | +700.5% | +144.9% | +555.6% | +250.9% |
| All | +175.6% | +62.6% | +113.0% | +53.5% |
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