+233.7%
ASTS vs KNX
+85.7%
+147.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.3% | -8.8% | -7.3% |
| 7D | +0.8% | +9.2% | -8.4% | -3.8% |
| 30D | -22.6% | +0.9% | -23.6% | -22.8% |
| 3M | -54.4% | -12.7% | -41.7% | -50.9% |
| 6M | -56.4% | +7.3% | -63.7% | -58.4% |
| YTD | -55.1% | +23.1% | -78.2% | -60.3% |
| 1Y | -46.9% | +47.1% | -94.0% | -57.0% |
| 3Y | +715.0% | +33.3% | +681.7% | +586.0% |
| 5Y | +153.7% | +12.1% | +141.6% | +119.0% |
| All | +233.7% | +85.7% | +147.9% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling