+1,505.9%
ASTS vs VO
+56.6%
+1,449.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.8% |
| 7D | +7.3% | -0.3% | +7.6% | +8.1% |
| 30D | -8.9% | -0.3% | -8.5% | -7.7% |
| 3M | -41.9% | +2.9% | -44.9% | -45.3% |
| 6M | -40.6% | +9.3% | -49.9% | -50.8% |
| YTD | -14.2% | +14.2% | -28.4% | -35.1% |
| 1Y | +48.9% | +15.3% | +33.6% | +13.2% |
| All | +1,505.9% | +56.6% | +1,449.3% | +558.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling