+431.2%
ASTS vs VCLT
-15.0%
+446.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | -0.5% | +7.8% | +7.9% |
| 30D | -8.9% | -0.9% | -8.0% | -8.2% |
| 3M | -41.9% | -3.2% | -38.7% | -40.0% |
| 6M | -40.6% | -3.8% | -36.8% | -38.1% |
| YTD | -14.2% | -2.0% | -12.2% | -12.1% |
| 1Y | +48.9% | -0.8% | +49.7% | +51.4% |
| 3Y | +1,461.7% | +12.3% | +1,449.4% | +1,345.1% |
| All | +431.2% | -15.0% | +446.2% | +510.1% |
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