+1,539.7%
ASTS vs VEA
+79.6%
+1,460.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.6% |
| 7D | +7.3% | +1.0% | +6.4% | +5.3% |
| 30D | -8.9% | +1.9% | -10.8% | -12.0% |
| 3M | -41.9% | +3.2% | -45.1% | -44.4% |
| 6M | -40.6% | +10.2% | -50.8% | -49.2% |
| YTD | -14.2% | +18.9% | -33.1% | -37.5% |
| 1Y | +48.9% | +29.3% | +19.5% | -6.5% |
| All | +1,539.7% | +79.6% | +1,460.1% | +420.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling