+230.9%
ASTS vs VGT
+306.7%
-75.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.7% | +5.5% |
| 7D | -21.1% | -7.2% | -13.9% | -13.3% |
| 30D | -46.7% | -16.1% | -30.6% | -34.3% |
| 3M | -52.0% | -9.2% | -42.8% | -45.5% |
| 6M | -54.3% | -0.7% | -53.5% | -51.5% |
| YTD | -55.5% | +15.6% | -71.0% | -59.1% |
| 1Y | -50.5% | +14.4% | -64.8% | -53.4% |
| 3Y | +706.2% | +105.2% | +601.0% | +384.4% |
| 5Y | +165.2% | +100.0% | +65.2% | +55.8% |
| All | +230.9% | +306.7% | -75.8% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling