+457.0%
ASTS vs VIAV
+132.3%
+324.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +11.2% | -5.0% | +0.9% |
| 7D | +18.5% | +11.3% | +7.2% | +12.5% |
| 30D | -8.1% | -1.0% | -7.1% | -8.2% |
| 3M | -28.2% | -20.5% | -7.7% | -22.5% |
| 6M | -26.1% | +39.0% | -65.1% | -40.0% |
| YTD | -9.0% | +117.5% | -126.4% | -42.9% |
| 1Y | +62.2% | +233.8% | -171.6% | -19.8% |
| 3Y | +1,621.9% | +295.4% | +1,326.5% | +635.5% |
| 5Y | +457.0% | +134.3% | +322.8% | +237.8% |
| All | +457.0% | +132.3% | +324.7% | +237.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling