-46.3%
ASTS vs VFC
+42.4%
-88.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.6% | +11.5% | +13.1% |
| 7D | +1.5% | +7.7% | -6.1% | -1.1% |
| 30D | -27.6% | +39.2% | -66.8% | -36.9% |
| 3M | -48.7% | +40.3% | -89.0% | -55.7% |
| 6M | -50.8% | +11.4% | -62.2% | -53.7% |
| YTD | -49.2% | +17.5% | -66.7% | -54.6% |
| All | -46.3% | +42.4% | -88.7% | -52.5% |
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