-55.3%
ASTS vs KWEB
-17.7%
-37.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -2.3% | +16.4% | +14.0% |
| 7D | +1.5% | +4.1% | -2.6% | +1.0% |
| 30D | -27.6% | -2.5% | -25.1% | -26.7% |
| 3M | -48.7% | -15.2% | -33.5% | -46.0% |
| All | -55.3% | -17.7% | -37.6% | -53.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling