+513.2%
ASTS vs VNQ
+28.9%
+484.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.4% |
| 7D | -3.6% | -2.6% | -0.9% | -1.8% |
| 30D | -16.4% | -2.3% | -14.0% | -15.1% |
| 3M | -31.4% | -2.8% | -28.6% | -30.9% |
| 6M | -31.6% | +2.5% | -34.1% | -33.5% |
| YTD | -17.5% | +8.4% | -26.0% | -22.8% |
| 1Y | +59.4% | +6.8% | +52.7% | +50.8% |
| 3Y | +1,460.2% | +29.9% | +1,430.2% | +1,233.7% |
| 5Y | +413.4% | +7.2% | +406.2% | +381.9% |
| All | +513.2% | +28.9% | +484.3% | +461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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