+168.5%
ASTS vs VCLT
-17.0%
+185.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -4.6% |
| 7D | +14.2% | -1.9% | +16.1% | +16.5% |
| 30D | -26.7% | +1.4% | -28.1% | -27.6% |
| 3M | -53.6% | -1.8% | -51.8% | -52.7% |
| 6M | -52.7% | -3.9% | -48.8% | -50.6% |
| YTD | -52.5% | -3.9% | -48.6% | -50.3% |
| 1Y | -46.5% | -4.7% | -41.8% | -43.6% |
| 3Y | +700.5% | +14.1% | +686.4% | +634.2% |
| 5Y | +168.5% | -16.6% | +185.1% | +236.2% |
| All | +168.5% | -17.0% | +185.4% | +236.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling