-100.0%
ASTI vs VT
+93.5%
-193.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.7% |
| 7D | +7.2% | +0.4% | +6.7% | +6.4% |
| 30D | -3.4% | +1.0% | -4.4% | -4.8% |
| 3M | -60.0% | +2.4% | -62.4% | -60.6% |
| 6M | -51.8% | +12.0% | -63.8% | -57.7% |
| YTD | -23.8% | +15.3% | -39.2% | -34.1% |
| 1Y | +63.0% | +22.6% | +40.4% | +35.2% |
| 3Y | -99.7% | +74.7% | -174.4% | -99.8% |
| All | -100.0% | +93.5% | -193.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling