+286.1%
KLAC vs ASTS
+148.1%
+138.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -2.4% |
| 7D | +10.0% | +0.8% | +9.2% | +9.8% |
| 30D | -14.8% | -22.6% | +7.8% | -11.9% |
| 3M | -27.2% | -54.4% | +27.3% | -19.9% |
| 6M | -17.5% | -56.4% | +39.0% | -9.7% |
| YTD | +25.8% | -55.1% | +80.9% | +34.7% |
| 1Y | +31.8% | -46.9% | +78.8% | +37.4% |
| 3Y | +195.3% | +715.0% | -519.7% | +107.2% |
| All | +286.1% | +148.1% | +138.1% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling