+653.1%
ASTS vs VLO
+198.6%
+454.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.9% | -11.4% | -14.8% |
| 7D | -29.9% | -8.7% | -21.2% | -29.1% |
| 30D | -52.2% | -16.2% | -35.9% | -51.5% |
| 3M | -55.8% | +16.2% | -72.0% | -57.2% |
| 6M | -52.7% | +39.8% | -92.5% | -55.5% |
| YTD | -58.4% | +119.0% | -177.4% | -63.9% |
| 1Y | -57.1% | +110.8% | -167.9% | -62.5% |
| All | +653.1% | +198.6% | +454.5% | +535.6% |
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