+230.9%
ASTS vs VO
+107.9%
+123.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.2% |
| 7D | -21.1% | -2.6% | -18.5% | -18.2% |
| 30D | -46.7% | -0.9% | -45.7% | -45.8% |
| 3M | -52.0% | -3.0% | -49.0% | -49.7% |
| 6M | -54.3% | +2.2% | -56.5% | -54.5% |
| YTD | -55.5% | +10.6% | -66.1% | -58.9% |
| 1Y | -50.5% | +12.5% | -63.0% | -54.7% |
| 3Y | +706.2% | +61.4% | +644.8% | +456.8% |
| 5Y | +165.2% | +33.4% | +131.8% | +108.3% |
| All | +230.9% | +107.9% | +123.0% | +149.4% |
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