+537.8%
ASTS vs VIAV
+119.0%
+418.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -1.2% |
| 7D | +7.3% | -4.6% | +11.9% | +9.3% |
| 30D | -8.9% | -10.4% | +1.5% | -5.3% |
| 3M | -41.9% | -34.5% | -7.4% | -32.7% |
| 6M | -40.6% | +7.0% | -47.6% | -43.9% |
| YTD | -14.2% | +95.6% | -109.8% | -37.6% |
| 1Y | +48.9% | +197.2% | -148.3% | -9.0% |
| 3Y | +1,461.7% | +232.0% | +1,229.7% | +780.8% |
| 5Y | +404.1% | +102.2% | +301.9% | +221.6% |
| All | +537.8% | +119.0% | +418.8% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling