+576.8%
ASTS vs VEA
+110.6%
+466.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.6% |
| 7D | +18.5% | +1.9% | +16.6% | +15.9% |
| 30D | -8.1% | +0.8% | -8.9% | -8.6% |
| 3M | -28.2% | +5.7% | -33.9% | -31.9% |
| 6M | -26.1% | +13.3% | -39.4% | -34.1% |
| YTD | -9.0% | +18.4% | -27.4% | -22.3% |
| 1Y | +62.2% | +27.0% | +35.2% | +29.9% |
| 3Y | +1,621.9% | +79.3% | +1,542.6% | +919.3% |
| 5Y | +457.0% | +62.1% | +394.9% | +241.1% |
| All | +576.8% | +110.6% | +466.2% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VEA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling