+538.9%
ASTS vs KWEB
-34.4%
+573.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -4.6% |
| 7D | 0.0% | -3.6% | +3.6% | +1.6% |
| 30D | -9.2% | -14.9% | +5.7% | -2.6% |
| 3M | -29.6% | -5.4% | -24.2% | -28.2% |
| 6M | -30.5% | -18.9% | -11.6% | -23.8% |
| YTD | -14.1% | -27.2% | +13.2% | -0.7% |
| 1Y | +69.1% | -34.2% | +103.3% | +104.6% |
| 3Y | +1,525.5% | +0.6% | +1,524.9% | +1,566.9% |
| 5Y | +425.9% | -43.5% | +469.3% | +491.8% |
| All | +538.9% | -34.4% | +573.3% | +691.7% |
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