+290.7%
ASTH vs VT
+761.1%
-470.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | -1.6% | +1.0% | -0.4% |
| 30D | +2.4% | -2.5% | +4.9% | +2.6% |
| 3M | +2.3% | -1.3% | +3.6% | +2.4% |
| 6M | +5.3% | +3.1% | +2.2% | +5.0% |
| YTD | +48.0% | +10.9% | +37.1% | +46.8% |
| 1Y | +11.3% | +12.1% | -0.7% | +10.3% |
| 3Y | +14.9% | +73.9% | -59.0% | +12.0% |
| 5Y | -51.0% | +58.0% | -109.0% | -54.5% |
| 10Y | +716.2% | +225.5% | +490.8% | +943.5% |
| All | +290.7% | +761.1% | -470.4% | +519.7% |
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