+244.8%
ASTS vs VLO
+369.0%
-124.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.7% | -7.0% | -8.5% |
| 7D | -9.3% | -9.5% | +0.2% | -8.5% |
| 30D | -33.9% | -19.1% | -14.8% | -32.8% |
| 3M | -51.0% | +11.4% | -62.4% | -51.7% |
| 6M | -55.1% | +46.7% | -101.9% | -56.9% |
| YTD | -53.6% | +118.6% | -172.2% | -57.3% |
| 1Y | -51.0% | +99.9% | -150.8% | -54.5% |
| 3Y | +681.7% | +210.5% | +471.2% | +589.5% |
| 5Y | +182.4% | +432.7% | -250.3% | +141.1% |
| All | +244.8% | +369.0% | -124.2% | +206.5% |
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