+0.2%
ASTL vs VT
+14.6%
-14.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-09 to 2026-09-09.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.2% |
| 7D | -0.8% | -0.1% | -0.7% | -0.5% |
| 30D | -1.8% | -0.7% | -1.1% | -0.4% |
| 3M | -7.1% | +4.0% | -11.0% | -12.3% |
| 6M | +0.2% | +12.3% | -12.1% | -17.9% |
| All | +0.2% | +14.6% | -14.4% | -17.9% |
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 2026-03-09 to 2026-09-09: 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…
2026-03-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling