+537.8%
ASTS vs VIVK
-100.0%
+637.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.3% | +12.6% | +0.4% |
| 7D | +7.3% | -1.4% | +8.7% | +7.3% |
| 30D | -8.9% | -43.6% | +34.7% | -8.5% |
| 3M | -41.9% | -95.1% | +53.2% | -40.7% |
| 6M | -40.6% | -98.2% | +57.6% | -39.0% |
| YTD | -14.2% | -97.9% | +83.7% | -12.2% |
| 1Y | +48.9% | -100.0% | +148.8% | +55.5% |
| 3Y | +1,461.7% | -100.0% | +1,561.6% | +1,495.4% |
| 5Y | +404.1% | -100.0% | +504.1% | +417.3% |
| All | +537.8% | -100.0% | +637.8% | +558.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling