+230.9%
ASTS vs VEA
+95.1%
+135.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.6% |
| 7D | -21.1% | -2.2% | -18.9% | -18.5% |
| 30D | -46.7% | -3.4% | -43.3% | -44.0% |
| 3M | -52.0% | -5.6% | -46.4% | -47.7% |
| 6M | -54.3% | -3.4% | -50.8% | -50.4% |
| YTD | -55.5% | +9.7% | -65.2% | -57.8% |
| 1Y | -50.5% | +15.4% | -65.8% | -55.2% |
| 3Y | +706.2% | +68.5% | +637.7% | +421.0% |
| 5Y | +165.2% | +49.6% | +115.6% | +80.4% |
| All | +230.9% | +95.1% | +135.8% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling