+1,621.9%
ASTS vs KNX
+39.7%
+1,582.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +7.2% |
| 7D | +18.5% | +6.4% | +12.1% | +13.6% |
| 30D | -8.1% | +1.4% | -9.5% | -8.8% |
| 3M | -28.2% | -12.0% | -16.1% | -22.5% |
| 6M | -26.1% | +25.2% | -51.3% | -37.2% |
| YTD | -9.0% | +36.6% | -45.6% | -27.7% |
| 1Y | +62.2% | +67.6% | -5.4% | +11.6% |
| 3Y | +1,621.9% | +40.8% | +1,581.1% | +1,242.4% |
| All | +1,621.9% | +39.7% | +1,582.2% | +1,242.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling