+537.8%
ASTS vs VIG
+128.0%
+409.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | +7.3% | -0.4% | +7.8% | +7.9% |
| 30D | -8.9% | -1.0% | -7.9% | -7.9% |
| 3M | -41.9% | +2.8% | -44.7% | -43.5% |
| 6M | -40.6% | +8.2% | -48.8% | -44.9% |
| YTD | -14.2% | +11.0% | -25.2% | -22.2% |
| 1Y | +48.9% | +16.1% | +32.7% | +30.6% |
| 3Y | +1,461.7% | +56.2% | +1,405.5% | +1,005.8% |
| 5Y | +404.1% | +63.0% | +341.1% | +248.2% |
| All | +537.8% | +128.0% | +409.8% | +327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling