+815.5%
ASTS vs VIG
+67.2%
+748.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +6.7% |
| 7D | +2.8% | -0.3% | +3.1% | +5.1% |
| 30D | -28.8% | +4.9% | -33.8% | -36.5% |
| 3M | -48.9% | +2.9% | -51.8% | -52.1% |
| 6M | -55.6% | +11.2% | -66.9% | -65.6% |
| YTD | -49.6% | +16.0% | -65.6% | -64.1% |
| 1Y | -46.1% | +17.0% | -63.0% | -61.9% |
| All | +815.5% | +67.2% | +748.3% | +405.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling