+233.7%
ASTS vs VO
+114.3%
+119.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | +3.1% | -2.3% | -2.3% |
| 30D | -22.6% | +2.2% | -24.8% | -23.8% |
| 3M | -54.4% | -2.5% | -51.9% | -52.4% |
| 6M | -56.4% | +7.0% | -63.4% | -58.8% |
| YTD | -55.1% | +14.0% | -69.1% | -59.8% |
| 1Y | -46.9% | +15.6% | -62.6% | -52.8% |
| 3Y | +715.0% | +66.2% | +648.8% | +445.7% |
| 5Y | +153.7% | +36.6% | +117.1% | +93.3% |
| All | +233.7% | +114.3% | +119.4% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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