+230.9%
ASTS vs VLO
+363.3%
-132.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.4% | +7.2% |
| 7D | -21.1% | -13.3% | -7.8% | -20.1% |
| 30D | -46.7% | -18.3% | -28.4% | -45.9% |
| 3M | -52.0% | +14.3% | -66.3% | -52.8% |
| 6M | -54.3% | +47.6% | -101.9% | -56.2% |
| YTD | -55.5% | +116.0% | -171.5% | -59.0% |
| 1Y | -50.5% | +101.0% | -151.5% | -54.1% |
| 3Y | +706.2% | +199.0% | +507.2% | +613.0% |
| 5Y | +165.2% | +419.0% | -253.8% | +126.7% |
| All | +230.9% | +363.3% | -132.4% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling