-52.0%
ASTS vs VIK
-19.0%
-33.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.5% | +5.5% | +6.2% |
| 7D | -21.1% | 0.0% | -21.1% | -20.2% |
| 30D | -46.7% | +7.7% | -54.3% | -47.8% |
| 3M | -52.0% | -17.6% | -34.4% | -46.6% |
| All | -52.0% | -19.0% | -33.0% | -46.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling