+576.8%
ASTS vs VICR
+428.6%
+148.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.6% | +5.2% |
| 7D | +18.5% | +9.8% | +8.6% | +14.5% |
| 30D | -8.1% | -12.6% | +4.5% | -3.8% |
| 3M | -28.2% | -29.7% | +1.5% | -19.7% |
| 6M | -26.1% | +18.8% | -44.9% | -32.9% |
| YTD | -9.0% | +76.4% | -85.4% | -28.2% |
| 1Y | +62.2% | +282.4% | -220.2% | -5.3% |
| 3Y | +1,621.9% | +206.2% | +1,415.7% | +896.6% |
| 5Y | +457.0% | +53.9% | +403.1% | +247.3% |
| All | +576.8% | +428.6% | +148.1% | +269.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling