+253.1%
ASTS vs KNX
+79.8%
+173.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.2% |
| 7D | +14.2% | +3.8% | +10.4% | +12.1% |
| 30D | -26.7% | -2.0% | -24.7% | -25.6% |
| 3M | -53.6% | -13.2% | -40.4% | -49.8% |
| 6M | -52.7% | +3.6% | -56.4% | -54.0% |
| YTD | -52.5% | +19.1% | -71.6% | -57.1% |
| 1Y | -46.5% | +39.5% | -86.0% | -55.3% |
| 3Y | +700.5% | +28.7% | +671.7% | +587.4% |
| 5Y | +168.5% | +8.5% | +160.0% | +136.3% |
| All | +253.1% | +79.8% | +173.4% | +197.9% |
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 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