+253.1%
ASTS vs VLO
+401.5%
-148.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -8.9% | -6.1% |
| 7D | +14.2% | +6.8% | +7.5% | +13.6% |
| 30D | -26.7% | -17.9% | -8.8% | -25.5% |
| 3M | -53.6% | +13.5% | -67.1% | -54.3% |
| 6M | -52.7% | +53.0% | -105.8% | -54.8% |
| YTD | -52.5% | +133.7% | -186.2% | -56.5% |
| 1Y | -46.5% | +115.7% | -162.2% | -50.7% |
| 3Y | +700.5% | +231.9% | +468.5% | +601.8% |
| 5Y | +168.5% | +471.6% | -303.1% | +127.8% |
| All | +253.1% | +401.5% | -148.3% | +212.0% |
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