+715.0%
ASTS vs VRSK
-10.6%
+725.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.1% |
| 7D | +0.8% | +1.6% | -0.7% | +2.0% |
| 30D | -22.6% | +15.1% | -37.7% | -15.3% |
| 3M | -54.4% | +12.1% | -66.5% | -50.2% |
| 6M | -56.4% | +29.4% | -85.8% | -49.5% |
| YTD | -55.1% | -6.4% | -48.8% | -51.5% |
| 1Y | -46.9% | -3.6% | -43.4% | -42.2% |
| 3Y | +715.0% | -10.9% | +725.9% | +774.4% |
| All | +715.0% | -10.6% | +725.6% | +774.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling