-46.5%
ASTL vs VT
+89.0%
-135.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.9% | +5.9% |
| 7D | +12.7% | +0.4% | +12.2% | +12.1% |
| 30D | +5.6% | +1.0% | +4.6% | +4.5% |
| 3M | -14.1% | +2.4% | -16.4% | -16.6% |
| 6M | +0.2% | +12.0% | -11.8% | -13.4% |
| YTD | +14.9% | +15.3% | -0.5% | -3.6% |
| 1Y | -5.4% | +22.6% | -28.0% | -26.2% |
| 3Y | -35.0% | +74.7% | -109.7% | -66.1% |
| 5Y | -54.5% | +66.1% | -120.6% | -76.1% |
| All | -46.5% | +89.0% | -135.5% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling