+174.0%
ASTS vs VLO
+412.5%
-238.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.4% | +7.2% |
| 7D | -21.1% | -13.3% | -7.8% | -19.5% |
| 30D | -46.7% | -18.3% | -28.4% | -45.4% |
| 3M | -52.0% | +14.3% | -66.3% | -53.4% |
| 6M | -54.3% | +47.6% | -101.9% | -57.4% |
| YTD | -55.5% | +116.0% | -171.5% | -61.3% |
| 1Y | -50.5% | +101.0% | -151.5% | -56.4% |
| 3Y | +706.2% | +199.0% | +507.2% | +546.0% |
| All | +174.0% | +412.5% | -238.6% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling