+230.9%
ASTS vs VFC
-69.6%
+300.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +7.0% |
| 7D | -21.1% | +11.2% | -32.3% | -24.7% |
| 30D | -46.7% | +41.5% | -88.2% | -54.2% |
| 3M | -52.0% | +38.9% | -90.9% | -58.5% |
| 6M | -54.3% | +6.1% | -60.4% | -56.4% |
| YTD | -55.5% | +14.5% | -70.0% | -59.1% |
| 1Y | -50.5% | +46.0% | -96.4% | -58.9% |
| 3Y | +706.2% | +36.4% | +669.9% | +521.6% |
| 5Y | +165.2% | -67.5% | +232.8% | +215.8% |
| All | +230.9% | -69.6% | +300.5% | +301.7% |
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