+698.9%
ASTS vs VLTO
+54.1%
+644.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.4% | -14.8% | -15.1% |
| 7D | -29.9% | +12.0% | -41.9% | -31.9% |
| 30D | -52.2% | +20.8% | -73.0% | -54.7% |
| 3M | -55.8% | +20.1% | -76.0% | -58.1% |
| 6M | -52.7% | +32.6% | -85.3% | -57.5% |
| YTD | -58.4% | +17.3% | -75.7% | -60.0% |
| 1Y | -57.1% | +17.3% | -74.4% | -58.7% |
| 3Y | +629.5% | +66.9% | +562.6% | +453.8% |
| All | +698.9% | +54.1% | +644.8% | +554.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling