+195.6%
ASTS vs KWEB
-39.1%
+234.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -2.3% | +16.4% | +15.3% |
| 7D | +1.5% | +4.1% | -2.6% | -1.0% |
| 30D | -27.6% | -2.5% | -25.1% | -27.1% |
| 3M | -48.7% | -15.2% | -33.5% | -44.8% |
| 6M | -50.8% | -17.7% | -33.1% | -46.5% |
| YTD | -49.2% | -28.6% | -20.6% | -39.9% |
| 1Y | -46.7% | -33.8% | -12.9% | -34.3% |
| 3Y | +793.2% | +1.2% | +792.0% | +805.9% |
| 5Y | +195.6% | -39.2% | +234.8% | +288.5% |
| All | +195.6% | -39.1% | +234.7% | +288.5% |
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 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