+706.2%
ASTS vs KR
+59.5%
+646.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.5% | +5.8% |
| 7D | -21.1% | +1.4% | -22.5% | -20.2% |
| 30D | -46.7% | +14.3% | -61.0% | -42.7% |
| 3M | -52.0% | +18.9% | -70.9% | -47.3% |
| 6M | -54.3% | +3.8% | -58.1% | -51.8% |
| YTD | -55.5% | +10.2% | -65.7% | -51.8% |
| 1Y | -50.5% | +9.2% | -59.6% | -46.4% |
| 3Y | +706.2% | +60.3% | +645.9% | +791.0% |
| All | +706.2% | +59.5% | +646.7% | +791.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling