+253.1%
ASTS vs VIVK
-100.0%
+353.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.6% | +3.8% | -5.6% |
| 7D | +14.2% | -38.6% | +52.9% | +14.9% |
| 30D | -26.7% | -87.7% | +61.0% | -24.8% |
| 3M | -53.6% | -98.9% | +45.3% | -51.4% |
| 6M | -52.7% | -100.0% | +47.2% | -49.4% |
| YTD | -52.5% | -100.0% | +47.5% | -49.3% |
| 1Y | -46.5% | -100.0% | +53.5% | -41.7% |
| 3Y | +700.5% | -100.0% | +800.5% | +754.0% |
| 5Y | +168.5% | -100.0% | +268.5% | +188.8% |
| All | +253.1% | -100.0% | +353.1% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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