+244.8%
ASTS vs VIG
+136.3%
+108.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -8.9% | -9.0% |
| 7D | -9.3% | +1.0% | -10.3% | -9.8% |
| 30D | -33.9% | +4.5% | -38.4% | -36.8% |
| 3M | -51.0% | +2.1% | -53.1% | -51.8% |
| 6M | -55.1% | +10.5% | -65.6% | -59.3% |
| YTD | -53.6% | +15.1% | -68.7% | -59.4% |
| 1Y | -51.0% | +16.9% | -67.9% | -57.4% |
| 3Y | +681.7% | +65.6% | +616.1% | +424.8% |
| 5Y | +182.4% | +64.4% | +118.0% | +89.3% |
| All | +244.8% | +136.3% | +108.5% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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