+244.8%
ASTS vs VFC
-69.0%
+313.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.4% |
| 7D | -9.3% | +3.5% | -12.8% | -10.4% |
| 30D | -33.9% | +38.3% | -72.2% | -42.5% |
| 3M | -51.0% | +40.2% | -91.2% | -57.7% |
| 6M | -55.1% | +10.6% | -65.7% | -57.9% |
| YTD | -53.6% | +16.7% | -70.4% | -57.6% |
| 1Y | -51.0% | +45.0% | -95.9% | -59.1% |
| 3Y | +681.7% | +48.8% | +632.9% | +483.6% |
| 5Y | +182.4% | -67.6% | +250.0% | +235.1% |
| All | +244.8% | -69.0% | +313.8% | +315.9% |
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