+274.8%
ASTS vs VFC
-69.1%
+344.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.9% |
| 7D | +2.8% | -1.4% | +4.2% | +3.7% |
| 30D | -28.8% | +30.7% | -59.6% | -36.6% |
| 3M | -48.9% | +40.6% | -89.5% | -56.0% |
| 6M | -55.6% | +16.5% | -72.1% | -59.2% |
| YTD | -49.6% | +16.2% | -65.8% | -53.9% |
| 1Y | -46.1% | +42.4% | -88.5% | -54.7% |
| 3Y | +749.7% | +48.1% | +701.6% | +535.5% |
| 5Y | +193.2% | -67.8% | +261.0% | +248.6% |
| All | +274.8% | -69.1% | +344.0% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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