+277.6%
ASTS vs VIG
+135.7%
+141.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.4% | +11.7% | +11.3% |
| 7D | +1.5% | +0.4% | +1.1% | +1.7% |
| 30D | -27.6% | +4.3% | -31.9% | -30.5% |
| 3M | -48.7% | +2.0% | -50.8% | -49.6% |
| 6M | -50.8% | +10.2% | -61.0% | -55.3% |
| YTD | -49.2% | +14.8% | -64.0% | -55.3% |
| 1Y | -46.7% | +17.5% | -64.1% | -53.9% |
| 3Y | +793.2% | +67.4% | +725.8% | +495.7% |
| 5Y | +195.6% | +63.4% | +132.2% | +98.9% |
| All | +277.6% | +135.7% | +141.9% | +145.0% |
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