-43.3%
ASTL vs VT
+77.4%
-120.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | +0.2% |
| 7D | 0.0% | -4.2% | +4.2% | +5.9% |
| 30D | +14.7% | -5.8% | +20.5% | +24.3% |
| 3M | +11.9% | -5.2% | +17.1% | +20.8% |
| 6M | +2.7% | +0.1% | +2.5% | +2.6% |
| YTD | +21.7% | +8.2% | +13.5% | +11.3% |
| 1Y | +25.4% | +10.1% | +15.3% | +12.6% |
| 3Y | -29.4% | +69.7% | -99.1% | -61.4% |
| 5Y | -51.6% | +53.4% | -104.9% | -71.9% |
| All | -43.3% | +77.4% | -120.7% | -67.9% |
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 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