+425.9%
ASTS vs KNX
+38.8%
+387.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -3.7% |
| 7D | 0.0% | +2.3% | -2.3% | -1.7% |
| 30D | -9.2% | +0.5% | -9.7% | -9.4% |
| 3M | -29.6% | -14.1% | -15.5% | -22.6% |
| 6M | -30.5% | +19.8% | -50.2% | -39.5% |
| YTD | -14.1% | +32.7% | -46.8% | -31.1% |
| 1Y | +69.1% | +62.3% | +6.8% | +16.9% |
| 3Y | +1,525.5% | +36.8% | +1,488.7% | +1,136.4% |
| 5Y | +425.9% | +41.8% | +384.1% | +283.4% |
| All | +425.9% | +38.8% | +387.0% | +283.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling