+537.8%
ASTS vs KMX
-32.5%
+570.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +7.3% | +1.9% | +5.4% | +6.6% |
| 30D | -8.9% | +11.7% | -20.6% | -12.8% |
| 3M | -41.9% | +34.9% | -76.8% | -49.0% |
| 6M | -40.6% | +50.3% | -90.9% | -50.0% |
| YTD | -14.2% | +63.8% | -78.0% | -30.1% |
| 1Y | +48.9% | +3.8% | +45.0% | +40.7% |
| 3Y | +1,461.7% | -24.3% | +1,485.9% | +1,522.8% |
| 5Y | +404.1% | -50.2% | +454.4% | +449.2% |
| All | +537.8% | -32.5% | +570.3% | +580.0% |
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