+537.8%
ASTS vs KNX
+109.6%
+428.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -1.7% |
| 7D | +7.3% | +7.4% | 0.0% | +3.4% |
| 30D | -8.9% | +2.0% | -10.8% | -9.6% |
| 3M | -41.9% | -7.9% | -34.0% | -39.7% |
| 6M | -40.6% | +14.4% | -55.0% | -45.0% |
| YTD | -14.2% | +38.9% | -53.1% | -28.7% |
| 1Y | +48.9% | +65.9% | -17.0% | +12.5% |
| 3Y | +1,461.7% | +35.8% | +1,425.8% | +1,184.5% |
| 5Y | +404.1% | +43.3% | +360.8% | +302.3% |
| All | +537.8% | +109.6% | +428.2% | +395.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling