+26.2%
KLAC vs ASTS
-47.5%
+73.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.2% |
| 7D | -5.7% | -15.8% | +10.1% | -2.1% |
| 30D | -27.6% | -39.0% | +11.5% | -20.0% |
| 3M | -23.3% | -49.3% | +26.1% | -12.3% |
| 6M | -12.4% | -47.9% | +35.6% | -2.9% |
| YTD | +23.7% | -51.0% | +74.7% | +35.7% |
| 1Y | +26.2% | -49.2% | +75.3% | +36.7% |
| All | +26.2% | -47.5% | +73.7% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 1y: compounded portfolio wealth divided by compounded ASTS 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…
1y analysis · Full analysis span regression · 6 months rolling