+513.2%
ASTS vs KNX
+101.0%
+412.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.2% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | -16.4% | +1.0% | -17.4% | -16.7% |
| 3M | -31.4% | -12.6% | -18.7% | -26.7% |
| 6M | -31.6% | +21.1% | -52.6% | -38.6% |
| YTD | -17.5% | +33.2% | -50.7% | -29.9% |
| 1Y | +59.4% | +67.8% | -8.4% | +20.0% |
| 3Y | +1,460.2% | +37.3% | +1,422.8% | +1,183.6% |
| 5Y | +413.4% | +41.1% | +372.3% | +317.7% |
| All | +513.2% | +101.0% | +412.3% | +386.9% |
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