+1,539.7%
ASTS vs KWEB
+4.0%
+1,535.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -1.3% |
| 7D | +7.3% | -1.0% | +8.4% | +8.1% |
| 30D | -8.9% | -8.7% | -0.2% | -2.4% |
| 3M | -41.9% | -4.0% | -37.9% | -40.5% |
| 6M | -40.6% | -13.1% | -27.5% | -34.2% |
| YTD | -14.2% | -23.5% | +9.3% | +6.0% |
| 1Y | +48.9% | -27.2% | +76.0% | +90.6% |
| All | +1,539.7% | +4.0% | +1,535.7% | +1,597.8% |
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 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