-35.4%
ASTL vs VT
+75.0%
-110.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.9% | +5.9% |
| 7D | +12.7% | +0.4% | +12.2% | +11.9% |
| 30D | +5.6% | +1.0% | +4.6% | +4.3% |
| 3M | -14.1% | +2.4% | -16.4% | -17.0% |
| 6M | +0.2% | +12.0% | -11.8% | -16.0% |
| YTD | +14.9% | +15.3% | -0.5% | -7.1% |
| 1Y | -5.4% | +22.6% | -28.0% | -29.7% |
| All | -35.4% | +75.0% | -110.4% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling