+277.6%
ASTS vs VGT
+319.7%
-42.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.2% | +10.9% | +10.5% |
| 7D | +1.5% | -1.6% | +3.2% | +4.6% |
| 30D | -27.6% | -12.5% | -15.1% | -14.6% |
| 3M | -48.7% | -7.7% | -41.0% | -42.7% |
| 6M | -50.8% | -0.2% | -50.7% | -48.3% |
| YTD | -49.2% | +19.3% | -68.5% | -54.8% |
| 1Y | -46.7% | +18.2% | -64.9% | -51.5% |
| 3Y | +793.2% | +109.6% | +683.6% | +424.0% |
| 5Y | +195.6% | +105.5% | +90.1% | +68.5% |
| All | +277.6% | +319.7% | -42.2% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling