+2,657.1%
ASTS vs VIK
+228.1%
+2,428.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +7.3% | -3.0% | +10.4% | +9.6% |
| 30D | -8.9% | -20.7% | +11.9% | +5.9% |
| 3M | -41.9% | -4.6% | -37.3% | -40.1% |
| 6M | -40.6% | +14.0% | -54.6% | -46.0% |
| YTD | -14.2% | +20.2% | -34.4% | -25.9% |
| 1Y | +48.9% | +36.0% | +12.8% | +16.9% |
| All | +2,657.1% | +228.1% | +2,428.9% | +1,569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling