+168.5%
ASTS vs VIG
+65.2%
+103.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +14.2% | +3.1% | +11.2% | +7.3% |
| 30D | -26.7% | +5.0% | -31.7% | -33.7% |
| 3M | -53.6% | +2.7% | -56.3% | -55.8% |
| 6M | -52.7% | +11.0% | -63.7% | -61.7% |
| YTD | -52.5% | +16.0% | -68.5% | -64.5% |
| 1Y | -46.5% | +16.3% | -62.8% | -59.7% |
| 3Y | +700.5% | +66.8% | +633.6% | +213.9% |
| 5Y | +168.5% | +64.8% | +103.7% | +8.0% |
| All | +168.5% | +65.2% | +103.3% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling