+160.4%
ASTS vs VFC
-68.3%
+228.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.8% | -7.1% |
| 7D | +0.8% | +1.6% | -0.8% | +0.1% |
| 30D | -22.6% | +25.5% | -48.1% | -31.1% |
| 3M | -54.4% | +41.3% | -95.7% | -61.9% |
| 6M | -56.4% | +22.2% | -78.6% | -61.6% |
| YTD | -55.1% | +16.4% | -71.5% | -59.8% |
| 1Y | -46.9% | +38.4% | -85.4% | -56.5% |
| 3Y | +715.0% | +56.2% | +658.8% | +421.3% |
| All | +160.4% | -68.3% | +228.7% | +443.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling