+209.1%
ASTS vs VO
+108.2%
+100.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.5% | -11.7% | -11.1% |
| 7D | -29.9% | -3.3% | -26.5% | -26.6% |
| 30D | -52.2% | -1.8% | -50.3% | -50.8% |
| 3M | -55.8% | -3.4% | -52.5% | -53.5% |
| 6M | -52.7% | +3.0% | -55.7% | -53.4% |
| YTD | -58.4% | +10.7% | -69.1% | -61.7% |
| 1Y | -57.1% | +11.8% | -68.9% | -60.4% |
| 3Y | +629.5% | +60.4% | +569.1% | +406.4% |
| 5Y | +147.7% | +33.6% | +114.1% | +94.3% |
| All | +209.1% | +108.2% | +100.9% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling