+230.9%
ASTS vs VEEV
+113.1%
+117.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.1% | +7.8% |
| 7D | -21.1% | -2.9% | -18.1% | -20.3% |
| 30D | -46.7% | +7.5% | -54.2% | -48.2% |
| 3M | -52.0% | +39.5% | -91.5% | -58.1% |
| 6M | -54.3% | +81.5% | -135.8% | -64.8% |
| YTD | -55.5% | +36.1% | -91.5% | -61.7% |
| 1Y | -50.5% | +4.3% | -54.8% | -52.2% |
| 3Y | +706.2% | +54.8% | +651.4% | +548.0% |
| 5Y | +165.2% | -4.7% | +170.0% | +127.9% |
| All | +230.9% | +113.1% | +117.8% | +172.2% |
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 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