+715.0%
ASTS vs VIVK
-100.0%
+815.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.5% | +2.0% | -5.4% |
| 7D | +0.8% | -57.7% | +58.5% | +2.3% |
| 30D | -22.6% | -87.3% | +64.6% | -20.5% |
| 3M | -54.4% | -98.9% | +44.5% | -52.6% |
| 6M | -56.4% | -100.0% | +43.5% | -54.2% |
| YTD | -55.1% | -100.0% | +44.8% | -52.0% |
| 1Y | -46.9% | -100.0% | +53.1% | -44.0% |
| 3Y | +715.0% | -100.0% | +815.0% | +675.3% |
| All | +715.0% | -100.0% | +815.0% | +675.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling