-57.1%
ASTS vs VG
+45.2%
-102.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.2% | -15.0% |
| 7D | -29.9% | -22.0% | -7.9% | -29.2% |
| 30D | -52.2% | -14.7% | -37.4% | -51.7% |
| 3M | -55.8% | -7.1% | -48.8% | -55.7% |
| 6M | -52.7% | -11.2% | -41.6% | -52.8% |
| YTD | -58.4% | +69.8% | -128.2% | -71.1% |
| 1Y | -57.1% | +49.9% | -107.0% | -69.8% |
| All | -57.1% | +45.2% | -102.3% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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