+244.8%
ASTS vs KWEB
-36.3%
+281.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.6% | -8.2% |
| 7D | -9.3% | +3.4% | -12.7% | -11.0% |
| 30D | -33.9% | -3.5% | -30.4% | -33.2% |
| 3M | -51.0% | -17.4% | -33.6% | -47.1% |
| 6M | -55.1% | -18.6% | -36.5% | -51.4% |
| YTD | -53.6% | -29.3% | -24.3% | -46.1% |
| 1Y | -51.0% | -35.9% | -15.0% | -40.4% |
| 3Y | +681.7% | -0.1% | +681.7% | +698.6% |
| 5Y | +182.4% | -41.2% | +223.6% | +216.0% |
| All | +244.8% | -36.3% | +281.2% | +330.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling