-51.0%
ASTS vs KWEB
-35.7%
-15.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.6% | -7.9% |
| 7D | -9.3% | +3.4% | -12.7% | -12.6% |
| 30D | -33.9% | -3.5% | -30.4% | -32.1% |
| 3M | -51.0% | -17.4% | -33.6% | -41.0% |
| 6M | -55.1% | -18.6% | -36.5% | -45.3% |
| YTD | -53.6% | -29.3% | -24.3% | -27.5% |
| 1Y | -51.0% | -35.9% | -15.0% | -5.8% |
| All | -51.0% | -35.7% | -15.3% | -5.8% |
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