+742.2%
ASTS vs KNX
+29.7%
+712.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.7% | -9.4% |
| 7D | -9.3% | -1.1% | -8.2% | -8.2% |
| 30D | -33.9% | -3.7% | -30.2% | -31.9% |
| 3M | -51.0% | -9.3% | -41.7% | -47.6% |
| 6M | -55.1% | -2.5% | -52.6% | -55.2% |
| YTD | -53.6% | +19.8% | -73.5% | -60.1% |
| 1Y | -51.0% | +37.3% | -88.2% | -61.4% |
| All | +742.2% | +29.7% | +712.5% | +622.8% |
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