+793.2%
ASTS vs KWEB
-0.4%
+793.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -2.3% | +16.4% | +15.7% |
| 7D | +1.5% | +4.1% | -2.6% | -2.2% |
| 30D | -27.6% | -2.5% | -25.1% | -26.9% |
| 3M | -48.7% | -15.2% | -33.5% | -42.8% |
| 6M | -50.8% | -17.7% | -33.1% | -44.4% |
| YTD | -49.2% | -28.6% | -20.6% | -35.1% |
| 1Y | -46.7% | -33.8% | -12.9% | -27.7% |
| 3Y | +793.2% | +1.2% | +792.0% | +859.5% |
| All | +793.2% | -0.4% | +793.6% | +859.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling