+174.0%
ASTS vs VIVK
-100.0%
+274.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +34.1% | -27.1% | +6.5% |
| 7D | -21.1% | -42.9% | +21.9% | -20.6% |
| 30D | -46.7% | -88.6% | +41.9% | -45.7% |
| 3M | -52.0% | -97.7% | +45.7% | -50.7% |
| 6M | -54.3% | -99.9% | +45.6% | -52.3% |
| YTD | -55.5% | -99.9% | +44.4% | -53.4% |
| 1Y | -50.5% | -100.0% | +49.5% | -47.6% |
| 3Y | +706.2% | -100.0% | +806.2% | +728.2% |
| All | +174.0% | -100.0% | +274.0% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling