+762.5%
ASTS vs VCLT
+14.9%
+747.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -4.3% |
| 7D | +14.2% | -1.9% | +16.1% | +17.0% |
| 30D | -26.7% | +1.4% | -28.1% | -27.7% |
| 3M | -53.6% | -1.8% | -51.8% | -52.5% |
| 6M | -52.7% | -3.9% | -48.8% | -50.2% |
| YTD | -52.5% | -3.9% | -48.6% | -49.9% |
| 1Y | -46.5% | -4.7% | -41.8% | -43.2% |
| All | +762.5% | +14.9% | +747.6% | +1,094.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling