+75.0%
ASTS vs VG
-49.4%
+124.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.7% | +3.6% | -3.1% |
| 7D | -15.8% | -16.4% | +0.6% | -13.8% |
| 30D | -39.0% | -10.8% | -28.3% | -38.1% |
| 3M | -49.3% | -6.3% | -43.0% | -49.2% |
| 6M | -47.9% | -12.5% | -35.4% | -48.1% |
| YTD | -51.0% | +76.9% | -127.9% | -60.5% |
| 1Y | -49.2% | +51.8% | -100.9% | -57.8% |
| All | +75.0% | -49.4% | +124.4% | +77.3% |
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