+1,426.5%
ASTS vs VIK
+239.9%
+1,186.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -4.9% |
| 7D | +14.2% | +3.2% | +11.1% | +12.0% |
| 30D | -26.7% | +8.2% | -34.9% | -30.4% |
| 3M | -53.6% | -14.7% | -38.9% | -48.6% |
| 6M | -52.7% | +10.3% | -63.0% | -55.5% |
| YTD | -52.5% | +24.5% | -77.0% | -59.9% |
| 1Y | -46.5% | +45.7% | -92.2% | -59.6% |
| All | +1,426.5% | +239.9% | +1,186.7% | +802.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling