+762.5%
ASTS vs KMX
-15.8%
+778.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.4% | -4.7% |
| 7D | +14.2% | 0.0% | +14.3% | +14.4% |
| 30D | -26.7% | +3.5% | -30.2% | -27.9% |
| 3M | -53.6% | -10.4% | -43.1% | -51.7% |
| 6M | -52.7% | +37.6% | -90.3% | -61.1% |
| YTD | -52.5% | +36.1% | -88.6% | -60.5% |
| 1Y | -46.5% | +52.8% | -99.3% | -58.0% |
| All | +762.5% | -15.8% | +778.3% | +878.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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