+762.5%
ASTS vs VICR
+352.1%
+410.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -4.9% |
| 7D | +14.2% | +21.9% | -7.7% | +5.1% |
| 30D | -26.7% | -38.4% | +11.7% | -10.5% |
| 3M | -53.6% | -27.2% | -26.4% | -49.1% |
| 6M | -52.7% | -43.7% | -9.0% | -43.5% |
| YTD | -52.5% | +50.3% | -102.8% | -64.5% |
| 1Y | -46.5% | +74.6% | -121.1% | -62.2% |
| All | +762.5% | +352.1% | +410.4% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling