+230.9%
ASTS vs VIG
+130.1%
+100.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.4% | +7.5% |
| 7D | -21.1% | -1.8% | -19.3% | -19.2% |
| 30D | -46.7% | +2.7% | -49.4% | -48.1% |
| 3M | -52.0% | 0.0% | -52.0% | -51.8% |
| 6M | -54.3% | +6.8% | -61.0% | -57.0% |
| YTD | -55.5% | +12.1% | -67.6% | -59.9% |
| 1Y | -50.5% | +14.8% | -65.3% | -56.2% |
| 3Y | +706.2% | +62.4% | +643.8% | +453.6% |
| 5Y | +165.2% | +59.6% | +105.7% | +82.9% |
| All | +230.9% | +130.1% | +100.8% | +120.1% |
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