+770.4%
KLAC vs ASTS
+230.9%
+539.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.1% | -0.4% | +5.8% |
| 7D | -12.3% | -21.1% | +8.8% | -9.6% |
| 30D | -29.6% | -46.7% | +17.1% | -24.0% |
| 3M | -28.2% | -52.0% | +23.8% | -21.7% |
| 6M | -23.6% | -54.3% | +30.7% | -17.2% |
| YTD | +14.4% | -55.5% | +69.9% | +22.4% |
| 1Y | +15.4% | -50.5% | +65.9% | +21.0% |
| 3Y | +184.3% | +706.2% | -521.9% | +99.0% |
| 5Y | +248.9% | +165.2% | +83.7% | +154.5% |
| All | +770.4% | +230.9% | +539.5% | +498.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling