+277.6%
ASTS vs VEEV
+115.0%
+162.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.9% | +13.2% | +13.8% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -27.6% | +3.5% | -31.1% | -28.5% |
| 3M | -48.7% | +32.9% | -81.7% | -54.4% |
| 6M | -50.8% | +84.2% | -135.0% | -62.3% |
| YTD | -49.2% | +37.3% | -86.5% | -56.4% |
| 1Y | -46.7% | +3.9% | -50.6% | -48.4% |
| 3Y | +793.2% | +83.9% | +709.3% | +577.2% |
| 5Y | +195.6% | -4.3% | +199.9% | +153.5% |
| All | +277.6% | +115.0% | +162.6% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling