+1,505.9%
ASTS vs VFC
-28.0%
+1,534.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.7% |
| 7D | +7.3% | -1.6% | +8.9% | +8.1% |
| 30D | -8.9% | -11.6% | +2.8% | -4.0% |
| 3M | -41.9% | -18.1% | -23.8% | -38.0% |
| 6M | -40.6% | -27.4% | -13.2% | -32.9% |
| YTD | -14.2% | -24.8% | +10.6% | -5.2% |
| 1Y | +48.9% | -8.2% | +57.1% | +50.0% |
| All | +1,505.9% | -28.0% | +1,534.0% | +1,470.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling