+174.0%
ASTS vs VMC
+42.5%
+131.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.0% | +7.7% |
| 7D | -21.1% | +0.5% | -21.6% | -21.5% |
| 30D | -46.7% | +15.8% | -62.5% | -52.3% |
| 3M | -52.0% | +0.6% | -52.6% | -52.4% |
| 6M | -54.3% | -4.0% | -50.2% | -54.4% |
| YTD | -55.5% | -0.3% | -55.2% | -57.1% |
| 1Y | -50.5% | -0.5% | -50.0% | -52.0% |
| 3Y | +706.2% | +39.6% | +666.7% | +450.1% |
| All | +174.0% | +42.5% | +131.5% | +65.1% |
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