+205.0%
KLAC vs ASTS
+693.1%
-488.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.8% | +3.5% | -1.6% |
| 7D | +21.2% | +14.2% | +6.9% | +19.2% |
| 30D | -14.5% | -26.7% | +12.2% | -11.4% |
| 3M | -24.4% | -53.6% | +29.2% | -17.9% |
| 6M | -12.9% | -52.7% | +39.8% | -6.6% |
| YTD | +29.9% | -52.5% | +82.4% | +37.7% |
| 1Y | +31.9% | -46.5% | +78.4% | +37.6% |
| All | +205.0% | +693.1% | -488.2% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling