+538.9%
ASTS vs KR
+165.9%
+373.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.8% |
| 7D | 0.0% | -3.1% | +3.1% | -0.4% |
| 30D | -9.2% | +0.6% | -9.8% | -9.1% |
| 3M | -29.6% | -9.8% | -19.9% | -30.2% |
| 6M | -30.5% | -22.1% | -8.3% | -32.1% |
| YTD | -14.1% | -8.1% | -5.9% | -14.6% |
| 1Y | +69.1% | -14.7% | +83.8% | +67.4% |
| 3Y | +1,525.5% | +28.6% | +1,497.0% | +1,525.1% |
| 5Y | +425.9% | +36.4% | +389.5% | +429.2% |
| All | +538.9% | +165.9% | +373.0% | +545.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling