+277.6%
ASTS vs VEA
+100.9%
+176.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.9% | +11.2% | +10.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.8% |
| 30D | -27.6% | -0.7% | -27.0% | -26.3% |
| 3M | -48.7% | -3.9% | -44.8% | -45.3% |
| 6M | -50.8% | -0.6% | -50.3% | -48.7% |
| YTD | -49.2% | +12.9% | -62.1% | -53.4% |
| 1Y | -46.7% | +18.4% | -65.1% | -53.2% |
| 3Y | +793.2% | +75.3% | +718.0% | +453.5% |
| 5Y | +195.6% | +54.3% | +141.3% | +94.5% |
| All | +277.6% | +100.9% | +176.7% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling