+1,087.7%
KLAC vs ASTS
+576.8%
+510.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.3% | +1.1% |
| 7D | +10.6% | +18.5% | -7.9% | +8.2% |
| 30D | -4.5% | -8.1% | +3.6% | -3.6% |
| 3M | -10.3% | -28.2% | +17.9% | -7.5% |
| 6M | +40.9% | -26.1% | +67.0% | +42.9% |
| YTD | +56.1% | -9.0% | +65.1% | +53.3% |
| 1Y | +109.0% | +62.2% | +46.8% | +89.8% |
| 3Y | +288.8% | +1,621.9% | -1,333.0% | +146.5% |
| 5Y | +489.1% | +457.0% | +32.1% | +292.7% |
| All | +1,087.7% | +576.8% | +510.9% | +649.8% |
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