+209.1%
ASTS vs VLO
+369.7%
-160.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.9% | -11.4% | -14.9% |
| 7D | -29.9% | -8.7% | -21.2% | -29.3% |
| 30D | -52.2% | -16.2% | -35.9% | -51.5% |
| 3M | -55.8% | +16.2% | -72.0% | -56.6% |
| 6M | -52.7% | +39.8% | -92.5% | -54.5% |
| YTD | -58.4% | +119.0% | -177.4% | -61.7% |
| 1Y | -57.1% | +110.8% | -167.9% | -60.4% |
| 3Y | +629.5% | +201.7% | +427.8% | +544.7% |
| 5Y | +147.7% | +426.2% | -278.5% | +111.6% |
| All | +209.1% | +369.7% | -160.6% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling