+193.2%
ASTS vs VRSK
-0.5%
+193.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.8% |
| 7D | +2.8% | +4.1% | -1.3% | +3.3% |
| 30D | -28.8% | +16.1% | -44.9% | -28.4% |
| 3M | -48.9% | +14.1% | -63.0% | -48.6% |
| 6M | -55.6% | +22.9% | -78.5% | -56.6% |
| YTD | -49.6% | -7.2% | -42.4% | -47.3% |
| 1Y | -46.1% | -3.4% | -42.7% | -44.5% |
| 3Y | +749.7% | -11.5% | +761.2% | +710.9% |
| 5Y | +193.2% | +0.2% | +193.0% | +126.3% |
| All | +193.2% | -0.5% | +193.7% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling