+537.8%
ASTS vs KMB
+2.2%
+535.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.1% |
| 7D | +7.3% | -3.0% | +10.4% | +6.9% |
| 30D | -8.9% | -5.5% | -3.4% | -9.5% |
| 3M | -41.9% | +14.0% | -55.9% | -41.0% |
| 6M | -40.6% | +4.1% | -44.7% | -40.1% |
| YTD | -14.2% | +8.0% | -22.3% | -13.2% |
| 1Y | +48.9% | -13.7% | +62.6% | +48.3% |
| 3Y | +1,461.7% | -5.9% | +1,467.6% | +1,468.3% |
| 5Y | +404.1% | -8.6% | +412.7% | +402.6% |
| All | +537.8% | +2.2% | +535.6% | +542.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling