+755.3%
ASTS vs VLTO
+54.8%
+700.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +7.0% |
| 7D | -21.1% | +5.4% | -26.5% | -22.1% |
| 30D | -46.7% | +22.3% | -69.0% | -49.7% |
| 3M | -52.0% | +19.6% | -71.6% | -54.4% |
| 6M | -54.3% | +35.2% | -89.4% | -59.3% |
| YTD | -55.5% | +17.9% | -73.3% | -57.2% |
| 1Y | -50.5% | +19.5% | -70.0% | -52.8% |
| 3Y | +706.2% | +73.9% | +632.3% | +487.5% |
| All | +755.3% | +54.8% | +700.4% | +600.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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