+277.6%
ASTS vs VICR
+347.1%
-69.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +11.3% | +2.8% | +9.9% |
| 7D | +1.5% | -6.5% | +8.1% | +4.5% |
| 30D | -27.6% | -38.5% | +10.9% | -14.4% |
| 3M | -48.7% | -26.1% | -22.6% | -44.7% |
| 6M | -50.8% | -36.2% | -14.6% | -45.1% |
| YTD | -49.2% | +49.2% | -98.4% | -58.7% |
| 1Y | -46.7% | +87.0% | -133.7% | -59.6% |
| 3Y | +793.2% | +350.4% | +442.8% | +360.8% |
| 5Y | +195.6% | +3.7% | +191.9% | +98.6% |
| All | +277.6% | +347.1% | -69.5% | +112.4% |
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