+576.8%
ASTS vs VIAV
+143.4%
+433.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +11.2% | -5.0% | +1.6% |
| 7D | +18.5% | +11.3% | +7.2% | +13.3% |
| 30D | -8.1% | -1.0% | -7.1% | -8.1% |
| 3M | -28.2% | -20.5% | -7.7% | -23.2% |
| 6M | -26.1% | +39.0% | -65.1% | -37.2% |
| YTD | -9.0% | +117.5% | -126.4% | -36.6% |
| 1Y | +62.2% | +233.8% | -171.6% | -5.4% |
| 3Y | +1,621.9% | +295.4% | +1,326.5% | +810.4% |
| 5Y | +457.0% | +134.3% | +322.8% | +238.3% |
| All | +576.8% | +143.4% | +433.4% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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