-49.2%
ASTS vs KWEB
-34.1%
-15.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -7.8% |
| 7D | -15.8% | +5.8% | -21.6% | -20.1% |
| 30D | -39.0% | -1.0% | -38.1% | -38.6% |
| 3M | -49.3% | -15.8% | -33.5% | -40.0% |
| 6M | -47.9% | -14.9% | -33.0% | -40.2% |
| YTD | -51.0% | -28.6% | -22.4% | -24.7% |
| 1Y | -49.2% | -33.9% | -15.2% | -13.8% |
| All | -49.2% | -34.1% | -15.0% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling