+653.1%
ASTS vs KMB
+4.7%
+648.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.5% | -16.8% | -14.9% |
| 7D | -29.9% | +0.4% | -30.3% | -29.7% |
| 30D | -52.2% | +14.1% | -66.3% | -50.8% |
| 3M | -55.8% | -0.5% | -55.3% | -56.0% |
| 6M | -52.7% | +16.6% | -69.3% | -50.6% |
| YTD | -58.4% | +13.7% | -72.1% | -56.9% |
| 1Y | -57.1% | +16.1% | -73.1% | -55.4% |
| All | +653.1% | +4.7% | +648.4% | +730.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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