+274.8%
ASTS vs VMC
+110.3%
+164.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.1% |
| 7D | +2.8% | -4.3% | +7.1% | +4.9% |
| 30D | -28.8% | +16.2% | -45.1% | -32.9% |
| 3M | -48.9% | -0.8% | -48.1% | -48.7% |
| 6M | -55.6% | +1.2% | -56.8% | -56.5% |
| YTD | -49.6% | +0.5% | -50.0% | -50.3% |
| 1Y | -46.1% | -2.9% | -43.2% | -46.0% |
| 3Y | +749.7% | +37.3% | +712.3% | +645.5% |
| 5Y | +193.2% | +48.8% | +144.4% | +143.9% |
| All | +274.8% | +110.3% | +164.5% | +205.3% |
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