+209.1%
ASTS vs VMC
+110.8%
+98.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.1% | -11.1% | -13.7% |
| 7D | -29.9% | +1.9% | -31.7% | -30.4% |
| 30D | -52.2% | +14.7% | -66.9% | -54.7% |
| 3M | -55.8% | -0.3% | -55.6% | -55.8% |
| 6M | -52.7% | -1.7% | -51.0% | -53.1% |
| YTD | -58.4% | +0.7% | -59.1% | -59.1% |
| 1Y | -57.1% | +0.9% | -58.0% | -57.7% |
| 3Y | +629.5% | +40.5% | +589.0% | +534.8% |
| 5Y | +147.7% | +51.5% | +96.2% | +105.6% |
| All | +209.1% | +110.8% | +98.3% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling