-94.6%
ASTC vs VT
+356.1%
-450.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -7.1% | -1.6% | -5.5% | -6.3% |
| 30D | -31.2% | -2.5% | -28.7% | -30.3% |
| 3M | -28.3% | -1.3% | -27.0% | -27.8% |
| 6M | +63.6% | +3.1% | +60.5% | +62.1% |
| YTD | +40.5% | +10.9% | +29.5% | +33.9% |
| 1Y | +29.9% | +12.1% | +17.9% | +23.5% |
| 3Y | -48.8% | +73.9% | -122.7% | -60.6% |
| 5Y | -84.7% | +58.0% | -142.7% | -87.8% |
| 10Y | -98.0% | +225.5% | -323.5% | -98.9% |
| All | -94.6% | +356.1% | -450.7% | -96.7% |
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