+206.2%
ASTS vs VG
-39.3%
+245.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +7.3% | +1.7% | +5.6% | +7.0% |
| 30D | -8.9% | +16.0% | -24.9% | -11.0% |
| 3M | -41.9% | +9.7% | -51.6% | -43.3% |
| 6M | -40.6% | +29.6% | -70.2% | -46.8% |
| YTD | -14.2% | +112.0% | -126.2% | -32.3% |
| 1Y | +48.9% | +12.8% | +36.1% | +32.1% |
| All | +206.2% | -39.3% | +245.5% | +203.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling