+113.7%
KLAC vs ASTS
+37.2%
+76.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.3% |
| 7D | +5.7% | +7.3% | -1.6% | +4.1% |
| 30D | -3.6% | -8.9% | +5.3% | -2.0% |
| 3M | -12.8% | -41.9% | +29.1% | -5.4% |
| 6M | +26.1% | -40.6% | +66.7% | +32.8% |
| YTD | +53.3% | -14.2% | +67.5% | +51.3% |
| 1Y | +113.7% | +48.9% | +64.8% | +97.9% |
| All | +113.7% | +37.2% | +76.4% | +97.9% |
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