+576.8%
ASTS vs VCLT
-4.1%
+580.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.2% | +6.1% |
| 7D | +18.5% | +0.3% | +18.2% | +18.3% |
| 30D | -8.1% | -0.6% | -7.5% | -7.8% |
| 3M | -28.2% | -2.2% | -25.9% | -27.2% |
| 6M | -26.1% | -2.9% | -23.2% | -24.6% |
| YTD | -9.0% | -2.1% | -6.9% | -7.6% |
| 1Y | +62.2% | -2.6% | +64.8% | +65.3% |
| 3Y | +1,621.9% | +12.5% | +1,609.4% | +1,551.5% |
| 5Y | +457.0% | -15.3% | +472.3% | +463.8% |
| All | +576.8% | -4.1% | +580.9% | +585.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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