+230.9%
ASTS vs VMC
+108.7%
+122.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.0% | +7.4% |
| 7D | -21.1% | +0.5% | -21.6% | -21.3% |
| 30D | -46.7% | +15.8% | -62.5% | -49.7% |
| 3M | -52.0% | +0.6% | -52.6% | -52.2% |
| 6M | -54.3% | -4.0% | -50.2% | -54.2% |
| YTD | -55.5% | -0.3% | -55.2% | -56.0% |
| 1Y | -50.5% | -0.5% | -50.0% | -50.9% |
| 3Y | +706.2% | +39.6% | +666.7% | +603.2% |
| 5Y | +165.2% | +50.1% | +115.2% | +120.8% |
| All | +230.9% | +108.7% | +122.2% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling