+160.4%
ASTS vs VEEV
-4.9%
+165.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +0.8% | -0.7% | +1.6% | +1.2% |
| 30D | -22.6% | +1.4% | -24.0% | -23.1% |
| 3M | -54.4% | +19.4% | -73.8% | -58.6% |
| 6M | -56.4% | +93.6% | -150.0% | -69.8% |
| YTD | -55.1% | +35.1% | -90.2% | -62.7% |
| 1Y | -46.9% | +3.4% | -50.3% | -48.5% |
| 3Y | +715.0% | +81.4% | +633.6% | +456.2% |
| All | +160.4% | -4.9% | +165.3% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling