+842.3%
ASTS vs VLTO
+54.7%
+787.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -15.8% | +13.8% | -29.6% | -18.6% |
| 30D | -39.0% | +21.2% | -60.2% | -42.3% |
| 3M | -49.3% | +21.5% | -70.8% | -52.1% |
| 6M | -47.9% | +33.0% | -80.9% | -53.3% |
| YTD | -51.0% | +17.8% | -68.7% | -52.9% |
| 1Y | -49.2% | +18.1% | -67.3% | -51.2% |
| 3Y | +760.4% | +67.6% | +692.8% | +552.5% |
| All | +842.3% | +54.7% | +787.6% | +671.1% |
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