-50.5%
ASTS vs VG
+48.6%
-99.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.0% |
| 7D | -21.1% | -22.0% | +1.0% | -20.3% |
| 30D | -46.7% | -11.6% | -35.0% | -46.2% |
| 3M | -52.0% | -14.9% | -37.1% | -51.6% |
| 6M | -54.3% | -3.5% | -50.7% | -55.0% |
| YTD | -55.5% | +70.0% | -125.5% | -69.0% |
| 1Y | -50.5% | +50.0% | -100.5% | -65.1% |
| All | -50.5% | +48.6% | -99.1% | -65.1% |
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