+537.8%
ASTS vs VCIT
+13.6%
+524.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -0.3% | +7.7% | +7.8% |
| 30D | -8.9% | -0.8% | -8.1% | -8.1% |
| 3M | -41.9% | -1.0% | -40.9% | -41.1% |
| 6M | -40.6% | -1.8% | -38.8% | -39.2% |
| YTD | -14.2% | -0.7% | -13.5% | -13.1% |
| 1Y | +48.9% | +1.0% | +47.9% | +48.7% |
| 3Y | +1,461.7% | +18.8% | +1,442.8% | +1,269.7% |
| 5Y | +404.1% | +3.5% | +400.6% | +359.3% |
| All | +537.8% | +13.6% | +524.2% | +483.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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