+69.1%
ASTS vs KWEB
-33.5%
+102.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -3.4% |
| 7D | 0.0% | -3.6% | +3.6% | +3.4% |
| 30D | -9.2% | -14.9% | +5.7% | +6.1% |
| 3M | -29.6% | -5.4% | -24.2% | -27.5% |
| 6M | -30.5% | -18.9% | -11.6% | -14.5% |
| YTD | -14.1% | -27.2% | +13.2% | +24.8% |
| 1Y | +69.1% | -34.2% | +103.3% | +177.1% |
| All | +69.1% | -33.5% | +102.6% | +177.1% |
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