+62.2%
ASTS vs VIVK
-100.0%
+162.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.7% | -1.5% | +5.9% |
| 7D | +18.5% | +13.1% | +5.4% | +18.2% |
| 30D | -8.1% | -29.7% | +21.6% | -7.6% |
| 3M | -28.2% | -93.0% | +64.8% | -24.7% |
| 6M | -26.1% | -98.0% | +71.9% | -20.5% |
| YTD | -9.0% | -97.8% | +88.8% | -2.9% |
| 1Y | +62.2% | -100.0% | +162.1% | +89.5% |
| All | +62.2% | -100.0% | +162.1% | +89.5% |
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