+431.2%
ASTS vs VMC
+52.7%
+378.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +7.3% | -4.3% | +11.7% | +10.7% |
| 30D | -8.9% | -8.2% | -0.6% | -3.3% |
| 3M | -41.9% | -7.0% | -34.9% | -40.6% |
| 6M | -40.6% | -10.8% | -29.8% | -37.4% |
| YTD | -14.2% | -7.4% | -6.8% | -12.5% |
| 1Y | +48.9% | -9.5% | +58.3% | +55.0% |
| 3Y | +1,461.7% | +20.5% | +1,441.2% | +1,136.2% |
| All | +431.2% | +52.7% | +378.5% | +245.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling