+911.9%
KLAC vs ASTS
+274.8%
+637.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.7% | -3.5% | +4.1% |
| 7D | +7.5% | +2.8% | +4.7% | +7.2% |
| 30D | -15.3% | -28.8% | +13.5% | -11.7% |
| 3M | -19.6% | -48.9% | +29.3% | -13.1% |
| 6M | -12.5% | -55.6% | +43.1% | -5.0% |
| YTD | +33.0% | -49.6% | +82.6% | +40.0% |
| 1Y | +35.9% | -46.1% | +82.0% | +40.8% |
| 3Y | +208.6% | +749.7% | -541.0% | +114.7% |
| 5Y | +309.5% | +193.2% | +116.3% | +194.5% |
| All | +911.9% | +274.8% | +637.1% | +584.8% |
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