+537.8%
ASTS vs KR
+176.0%
+361.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | +1.5% | +5.8% | +7.6% |
| 30D | -8.9% | +4.1% | -13.0% | -8.3% |
| 3M | -41.9% | -5.2% | -36.7% | -42.0% |
| 6M | -40.6% | -12.8% | -27.8% | -41.2% |
| YTD | -14.2% | -4.6% | -9.6% | -14.3% |
| 1Y | +48.9% | -11.7% | +60.5% | +48.2% |
| 3Y | +1,461.7% | +36.3% | +1,425.4% | +1,470.3% |
| 5Y | +404.1% | +40.0% | +364.1% | +409.4% |
| All | +537.8% | +176.0% | +361.7% | +548.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling