-49.2%
ASTS vs VICR
+76.0%
-125.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.1% | +7.0% | +1.0% |
| 7D | -15.8% | -26.6% | +10.8% | -3.2% |
| 30D | -39.0% | -47.9% | +8.9% | -19.1% |
| 3M | -49.3% | -29.8% | -19.6% | -43.8% |
| 6M | -47.9% | -36.6% | -11.3% | -42.3% |
| YTD | -51.0% | +45.1% | -96.1% | -74.3% |
| 1Y | -49.2% | +80.0% | -129.2% | -77.7% |
| All | -49.2% | +76.0% | -125.1% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling