+244.8%
ASTS vs VMC
+112.5%
+132.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -7.9% | -8.4% |
| 7D | -9.3% | +1.1% | -10.5% | -9.5% |
| 30D | -33.9% | +17.7% | -51.6% | -38.0% |
| 3M | -51.0% | +1.1% | -52.1% | -51.2% |
| 6M | -55.1% | +1.8% | -57.0% | -56.1% |
| YTD | -53.6% | +1.5% | -55.1% | -54.4% |
| 1Y | -51.0% | -1.1% | -49.8% | -51.2% |
| 3Y | +681.7% | +38.8% | +642.9% | +583.4% |
| 5Y | +182.4% | +49.6% | +132.8% | +134.1% |
| All | +244.8% | +112.5% | +132.3% | +179.8% |
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