+1,505.9%
ASTS vs VLO
+199.5%
+1,306.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +5.2% | +2.1% | +6.6% |
| 30D | -8.9% | +22.6% | -31.5% | -11.3% |
| 3M | -41.9% | +43.8% | -85.7% | -44.7% |
| 6M | -40.6% | +65.7% | -106.3% | -45.3% |
| YTD | -14.2% | +131.1% | -145.3% | -25.0% |
| 1Y | +48.9% | +143.6% | -94.8% | +29.3% |
| All | +1,505.9% | +199.5% | +1,306.4% | +1,200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling