+48.4%
ASTS vs VG
-51.4%
+99.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.2% | -14.7% |
| 7D | -29.9% | -22.0% | -7.9% | -27.5% |
| 30D | -52.2% | -14.7% | -37.4% | -51.1% |
| 3M | -55.8% | -7.1% | -48.8% | -55.7% |
| 6M | -52.7% | -11.2% | -41.6% | -53.2% |
| YTD | -58.4% | +69.8% | -128.2% | -66.3% |
| 1Y | -57.1% | +49.9% | -107.0% | -64.4% |
| All | +48.4% | -51.4% | +99.8% | +51.2% |
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