+1,621.9%
ASTS vs VNQ
+31.8%
+1,590.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.2% |
| 7D | +18.5% | -0.4% | +18.9% | +18.9% |
| 30D | -8.1% | -2.5% | -5.6% | -5.8% |
| 3M | -28.2% | +1.4% | -29.5% | -31.2% |
| 6M | -26.1% | +4.6% | -30.7% | -31.8% |
| YTD | -9.0% | +10.5% | -19.5% | -21.5% |
| 1Y | +62.2% | +8.4% | +53.8% | +43.1% |
| 3Y | +1,621.9% | +32.4% | +1,589.4% | +1,121.5% |
| All | +1,621.9% | +31.8% | +1,590.1% | +1,121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling