+147.7%
ASTS vs VO
+33.1%
+114.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.5% | -11.7% | -7.9% |
| 7D | -29.9% | -3.3% | -26.5% | -24.1% |
| 30D | -52.2% | -1.8% | -50.3% | -49.9% |
| 3M | -55.8% | -3.4% | -52.5% | -51.9% |
| 6M | -52.7% | +3.0% | -55.7% | -54.3% |
| YTD | -58.4% | +10.7% | -69.1% | -64.6% |
| 1Y | -57.1% | +11.8% | -68.9% | -63.5% |
| 3Y | +629.5% | +60.4% | +569.1% | +237.1% |
| 5Y | +147.7% | +33.6% | +114.1% | +65.7% |
| All | +147.7% | +33.1% | +114.6% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling