-91.8%
ASTC vs VT
+374.2%
-466.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.7% |
| 7D | +3.1% | +0.4% | +2.6% | +2.9% |
| 30D | -19.1% | +1.0% | -20.1% | -19.5% |
| 3M | -80.8% | +2.4% | -83.2% | -81.0% |
| 6M | +183.5% | +12.0% | +171.5% | +169.0% |
| YTD | +113.0% | +15.3% | +97.7% | +99.3% |
| 1Y | +47.7% | +22.6% | +25.1% | +34.9% |
| 3Y | -27.9% | +74.7% | -102.6% | -44.7% |
| 5Y | -77.5% | +66.1% | -143.6% | -82.4% |
| 10Y | -97.3% | +225.0% | -322.3% | -98.5% |
| All | -91.8% | +374.2% | -466.0% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling