-49.2%
ASTS vs VLO
+120.8%
-169.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.8% | +1.6% | -3.6% |
| 7D | -15.8% | -6.0% | -9.8% | -15.2% |
| 30D | -39.0% | -12.9% | -26.2% | -38.7% |
| 3M | -49.3% | +18.3% | -67.7% | -52.1% |
| 6M | -47.9% | +46.4% | -94.4% | -53.6% |
| YTD | -51.0% | +127.7% | -178.7% | -66.7% |
| 1Y | -49.2% | +120.6% | -169.8% | -65.9% |
| All | -49.2% | +120.8% | -169.9% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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