+233.7%
ASTS vs KR
+233.5%
+0.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.2% |
| 7D | +0.8% | +4.6% | -3.7% | +1.7% |
| 30D | -22.6% | +12.2% | -34.9% | -20.8% |
| 3M | -54.4% | +24.6% | -79.0% | -52.5% |
| 6M | -56.4% | +8.2% | -64.6% | -55.2% |
| YTD | -55.1% | +15.3% | -70.4% | -53.5% |
| 1Y | -46.9% | +9.8% | -56.7% | -45.1% |
| 3Y | +715.0% | +71.4% | +643.6% | +750.5% |
| 5Y | +153.7% | +85.1% | +68.6% | +169.0% |
| All | +233.7% | +233.5% | +0.1% | +251.9% |
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