+233.7%
ASTS vs VFC
-69.1%
+302.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.8% | -6.8% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | -22.6% | +25.5% | -48.1% | -29.8% |
| 3M | -54.4% | +41.3% | -95.7% | -60.8% |
| 6M | -56.4% | +22.2% | -78.6% | -60.7% |
| YTD | -55.1% | +16.4% | -71.5% | -59.0% |
| 1Y | -46.9% | +38.4% | -85.4% | -54.9% |
| 3Y | +715.0% | +56.2% | +658.8% | +496.0% |
| 5Y | +153.7% | -68.2% | +221.9% | +201.8% |
| All | +233.7% | -69.1% | +302.8% | +302.6% |
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