+1,520.4%
ASTS vs VIK
+244.4%
+1,276.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.3% | +6.4% | +7.2% |
| 7D | +2.8% | -1.2% | +4.0% | +4.2% |
| 30D | -28.8% | +11.5% | -40.3% | -33.9% |
| 3M | -48.9% | -11.3% | -37.6% | -44.9% |
| 6M | -55.6% | +11.3% | -66.9% | -58.5% |
| YTD | -49.6% | +26.1% | -75.7% | -57.8% |
| 1Y | -46.1% | +50.0% | -96.0% | -60.1% |
| All | +1,520.4% | +244.4% | +1,276.0% | +849.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling