+1,504.6%
ASTS vs VRSK
-25.7%
+1,530.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -5.0% |
| 7D | 0.0% | -5.4% | +5.4% | -2.2% |
| 30D | -9.2% | -1.8% | -7.5% | -9.5% |
| 3M | -29.6% | -2.2% | -27.4% | -29.5% |
| 6M | -30.5% | -14.9% | -15.5% | -31.2% |
| YTD | -14.1% | -20.0% | +6.0% | -16.0% |
| 1Y | +69.1% | -33.1% | +102.3% | +61.5% |
| All | +1,504.6% | -25.7% | +1,530.3% | +1,276.1% |
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