+457.0%
ASTS vs KWEB
-44.1%
+501.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.6% | +8.8% | +7.5% |
| 7D | +18.5% | -1.3% | +19.8% | +19.1% |
| 30D | -8.1% | -11.5% | +3.4% | -2.4% |
| 3M | -28.2% | -2.9% | -25.3% | -27.5% |
| 6M | -26.1% | -14.6% | -11.5% | -20.1% |
| YTD | -9.0% | -25.5% | +16.6% | +6.1% |
| 1Y | +62.2% | -31.1% | +93.3% | +96.7% |
| 3Y | +1,621.9% | +3.0% | +1,618.9% | +1,642.5% |
| 5Y | +457.0% | -42.6% | +499.6% | +667.1% |
| All | +457.0% | -44.1% | +501.1% | +667.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling