+277.6%
ASTS vs VLO
+377.1%
-99.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.0% | +11.1% | +13.8% |
| 7D | +1.5% | -6.5% | +8.0% | +2.2% |
| 30D | -27.6% | -17.8% | -9.9% | -26.5% |
| 3M | -48.7% | +19.6% | -68.3% | -49.8% |
| 6M | -50.8% | +49.3% | -100.1% | -52.9% |
| YTD | -49.2% | +122.4% | -171.6% | -53.3% |
| 1Y | -46.7% | +107.4% | -154.1% | -50.7% |
| 3Y | +793.2% | +223.1% | +570.2% | +685.2% |
| 5Y | +195.6% | +432.2% | -236.6% | +152.2% |
| All | +277.6% | +377.1% | -99.5% | +235.1% |
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