-55.6%
ASTS vs KWEB
-19.8%
-35.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +8.6% |
| 7D | +2.8% | -2.7% | +5.5% | +2.5% |
| 30D | -28.8% | -4.4% | -24.5% | -28.2% |
| 3M | -48.9% | -15.7% | -33.1% | -46.4% |
| 6M | -55.6% | -20.0% | -35.6% | -53.9% |
| All | -55.6% | -19.8% | -35.8% | -53.9% |
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