-46.1%
ASTS vs VIVK
-100.0%
+53.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -14.3% | +23.0% | +9.3% |
| 7D | +2.8% | -48.0% | +50.8% | +5.0% |
| 30D | -28.8% | -88.4% | +59.6% | -24.0% |
| 3M | -48.9% | -98.7% | +49.8% | -42.6% |
| 6M | -55.6% | -100.0% | +44.3% | -45.7% |
| YTD | -49.6% | -100.0% | +50.4% | -38.5% |
| 1Y | -46.1% | -100.0% | +53.9% | +3.3% |
| All | -46.1% | -100.0% | +53.9% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling