+230.9%
ASTS vs KMX
-45.1%
+276.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +7.8% |
| 7D | -21.1% | -7.4% | -13.7% | -18.9% |
| 30D | -46.7% | -3.4% | -43.3% | -46.2% |
| 3M | -52.0% | -11.3% | -40.7% | -50.2% |
| 6M | -54.3% | +30.6% | -84.8% | -59.9% |
| YTD | -55.5% | +33.2% | -88.7% | -61.1% |
| 1Y | -50.5% | +66.7% | -117.2% | -60.2% |
| 3Y | +706.2% | -22.1% | +728.3% | +736.6% |
| 5Y | +165.2% | -66.7% | +231.9% | +215.0% |
| All | +230.9% | -45.1% | +276.0% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling