+576.8%
ASTS vs VGT
+353.2%
+223.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.3% |
| 7D | +18.5% | +1.8% | +16.7% | +16.2% |
| 30D | -8.1% | -0.3% | -7.8% | -7.5% |
| 3M | -28.2% | +3.4% | -31.5% | -29.4% |
| 6M | -26.1% | +35.0% | -61.1% | -44.0% |
| YTD | -9.0% | +28.8% | -37.7% | -27.2% |
| 1Y | +62.2% | +38.0% | +24.2% | +24.2% |
| 3Y | +1,621.9% | +125.8% | +1,496.1% | +811.4% |
| 5Y | +457.0% | +134.7% | +322.3% | +181.7% |
| All | +576.8% | +353.2% | +223.6% | +226.1% |
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