+253.1%
ASTS vs VRSK
+49.5%
+203.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | +14.2% | -2.4% | +16.7% | +14.3% |
| 30D | -26.7% | +16.8% | -43.5% | -27.5% |
| 3M | -53.6% | +14.7% | -68.3% | -54.1% |
| 6M | -52.7% | +24.7% | -77.4% | -54.6% |
| YTD | -52.5% | -7.0% | -45.5% | -51.6% |
| 1Y | -46.5% | -2.1% | -44.4% | -46.4% |
| 3Y | +700.5% | -11.4% | +711.8% | +684.9% |
| 5Y | +168.5% | -1.2% | +169.7% | +142.6% |
| All | +253.1% | +49.5% | +203.6% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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