+537.8%
ASTS vs VNQ
+31.5%
+506.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +7.3% | -1.3% | +8.6% | +8.2% |
| 30D | -8.9% | -2.9% | -5.9% | -7.2% |
| 3M | -41.9% | +0.8% | -42.7% | -43.1% |
| 6M | -40.6% | +2.5% | -43.1% | -42.2% |
| YTD | -14.2% | +10.6% | -24.8% | -20.8% |
| 1Y | +48.9% | +9.1% | +39.8% | +38.8% |
| 3Y | +1,461.7% | +31.0% | +1,430.6% | +1,225.1% |
| 5Y | +404.1% | +4.9% | +399.2% | +369.4% |
| All | +537.8% | +31.5% | +506.3% | +476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling