-46.5%
ASTS vs VFC
+36.5%
-83.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.8% | -4.6% |
| 7D | +14.2% | -1.4% | +15.7% | +15.1% |
| 30D | -26.7% | +24.6% | -51.3% | -33.2% |
| 3M | -53.6% | +38.4% | -92.0% | -59.9% |
| 6M | -52.7% | +15.3% | -68.0% | -56.4% |
| YTD | -52.5% | +12.7% | -65.2% | -57.1% |
| 1Y | -46.5% | +32.7% | -79.2% | -53.7% |
| All | -46.5% | +36.5% | -83.0% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling