+174.0%
ASTS vs KR
+78.8%
+95.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.5% | +6.4% |
| 7D | -21.1% | +1.4% | -22.5% | -20.7% |
| 30D | -46.7% | +14.3% | -61.0% | -44.8% |
| 3M | -52.0% | +18.9% | -70.9% | -49.8% |
| 6M | -54.3% | +3.8% | -58.1% | -53.0% |
| YTD | -55.5% | +10.2% | -65.7% | -53.9% |
| 1Y | -50.5% | +9.2% | -59.6% | -48.7% |
| 3Y | +706.2% | +60.3% | +645.9% | +724.6% |
| All | +174.0% | +78.8% | +95.2% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling