+309.3%
ASTH vs VT
+795.3%
-486.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | +7.4% | +1.0% | +6.4% | +7.3% |
| 3M | +1.6% | +2.4% | -0.7% | +1.4% |
| 6M | +50.3% | +12.0% | +38.3% | +49.0% |
| YTD | +55.1% | +15.3% | +39.7% | +53.3% |
| 1Y | +24.8% | +22.6% | +2.2% | +22.8% |
| 3Y | +1.5% | +74.7% | -73.2% | -1.4% |
| 5Y | -51.9% | +66.1% | -118.1% | -55.5% |
| 10Y | +632.8% | +225.0% | +407.8% | +794.3% |
| All | +309.3% | +795.3% | -486.0% | +547.0% |
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