-100.0%
ASTI vs VT
+81.5%
-181.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.1% | -10.7% | -7.2% |
| 7D | -13.2% | -4.2% | -9.1% | -4.9% |
| 30D | -39.8% | -5.8% | -34.0% | -31.6% |
| 3M | -54.5% | -5.2% | -49.2% | -48.5% |
| 6M | -64.7% | +0.1% | -64.8% | -62.1% |
| YTD | -64.1% | +8.2% | -72.3% | -64.4% |
| 1Y | -23.2% | +10.1% | -33.3% | -24.2% |
| 3Y | -98.4% | +69.7% | -168.0% | -98.8% |
| All | -100.0% | +81.5% | -181.5% | -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 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