+537.8%
ASTS vs VICR
+415.6%
+122.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.7% |
| 7D | +7.3% | +0.4% | +6.9% | +7.2% |
| 30D | -8.9% | -13.9% | +5.1% | -4.1% |
| 3M | -41.9% | -38.4% | -3.5% | -31.8% |
| 6M | -40.6% | -7.2% | -33.4% | -41.1% |
| YTD | -14.2% | +72.0% | -86.2% | -31.7% |
| 1Y | +48.9% | +263.3% | -214.4% | -11.5% |
| 3Y | +1,461.7% | +173.3% | +1,288.4% | +836.3% |
| 5Y | +404.1% | +47.3% | +356.8% | +218.2% |
| All | +537.8% | +415.6% | +122.2% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling