+147.7%
ASTS vs VFC
-67.9%
+215.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -13.8% |
| 7D | -29.9% | +10.9% | -40.7% | -33.6% |
| 30D | -52.2% | +40.6% | -92.8% | -60.0% |
| 3M | -55.8% | +34.4% | -90.3% | -62.2% |
| 6M | -52.7% | +12.3% | -65.0% | -56.6% |
| YTD | -58.4% | +14.4% | -72.8% | -62.5% |
| 1Y | -57.1% | +40.6% | -97.7% | -65.1% |
| 3Y | +629.5% | +40.1% | +589.3% | +397.7% |
| 5Y | +147.7% | -67.6% | +215.3% | +420.2% |
| All | +147.7% | -67.9% | +215.7% | +420.2% |
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