+233.7%
ASTS vs VMC
+106.1%
+127.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -5.0% | -5.3% |
| 7D | +0.8% | -1.3% | +2.1% | +1.5% |
| 30D | -22.6% | +15.5% | -38.1% | -26.9% |
| 3M | -54.4% | +0.6% | -55.0% | -54.5% |
| 6M | -56.4% | +2.1% | -58.5% | -57.4% |
| YTD | -55.1% | -1.6% | -53.5% | -55.4% |
| 1Y | -46.9% | -1.2% | -45.8% | -47.2% |
| 3Y | +715.0% | +35.3% | +679.7% | +619.6% |
| 5Y | +153.7% | +43.6% | +110.1% | +113.0% |
| All | +233.7% | +106.1% | +127.6% | +174.0% |
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