+277.6%
ASTS vs VIAV
+100.9%
+176.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +12.3% | +1.8% | +8.9% |
| 7D | +1.5% | +15.0% | -13.5% | -3.6% |
| 30D | -27.6% | -29.7% | +2.0% | -16.8% |
| 3M | -48.7% | -18.3% | -30.4% | -45.3% |
| 6M | -50.8% | -37.6% | -13.3% | -42.5% |
| YTD | -49.2% | +79.5% | -128.7% | -62.2% |
| 1Y | -46.7% | +79.6% | -126.2% | -60.1% |
| 3Y | +793.2% | +310.0% | +483.2% | +370.1% |
| 5Y | +195.6% | +105.9% | +89.7% | +90.1% |
| All | +277.6% | +100.9% | +176.7% | +139.2% |
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