+160.4%
ASTS vs VEA
+53.4%
+107.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | +2.3% | -1.4% | -3.0% |
| 30D | -22.6% | +0.2% | -22.8% | -21.8% |
| 3M | -54.4% | -5.3% | -49.1% | -47.7% |
| 6M | -56.4% | -0.9% | -55.5% | -53.4% |
| YTD | -55.1% | +12.2% | -67.3% | -61.9% |
| 1Y | -46.9% | +16.1% | -63.0% | -57.4% |
| 3Y | +715.0% | +73.0% | +642.0% | +213.4% |
| All | +160.4% | +53.4% | +107.0% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling