+62.2%
ASTS vs VEEV
-5.1%
+67.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.7% | +9.8% | +6.4% |
| 7D | +18.5% | -5.2% | +23.6% | +19.0% |
| 30D | -8.1% | +14.9% | -23.0% | -9.1% |
| 3M | -28.2% | +58.4% | -86.5% | -32.2% |
| 6M | -26.1% | +35.5% | -61.6% | -24.2% |
| YTD | -9.0% | +18.6% | -27.6% | +0.6% |
| 1Y | +62.2% | -6.3% | +68.5% | +111.2% |
| All | +62.2% | -5.1% | +67.3% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VEEV 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling