+537.8%
ASTS vs VEEV
+93.0%
+444.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.5% |
| 7D | +7.3% | -0.6% | +7.9% | +7.6% |
| 30D | -8.9% | +28.8% | -37.7% | -17.6% |
| 3M | -41.9% | +54.0% | -95.9% | -51.4% |
| 6M | -40.6% | +46.0% | -86.5% | -50.3% |
| YTD | -14.2% | +23.2% | -37.4% | -23.0% |
| 1Y | +48.9% | +1.9% | +47.0% | +44.7% |
| 3Y | +1,461.7% | +27.0% | +1,434.6% | +1,256.8% |
| 5Y | +404.1% | -13.4% | +417.5% | +351.4% |
| All | +537.8% | +93.0% | +444.7% | +447.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling