+431.2%
ASTS vs VIG
+63.1%
+368.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.3% |
| 7D | +7.3% | -0.4% | +7.8% | +8.4% |
| 30D | -8.9% | -1.0% | -7.9% | -6.9% |
| 3M | -41.9% | +2.8% | -44.7% | -45.1% |
| 6M | -40.6% | +8.2% | -48.8% | -49.0% |
| YTD | -14.2% | +11.0% | -25.2% | -29.8% |
| 1Y | +48.9% | +16.1% | +32.7% | +13.5% |
| 3Y | +1,461.7% | +56.2% | +1,405.5% | +608.8% |
| All | +431.2% | +63.1% | +368.1% | +136.9% |
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