+233.7%
ASTS vs VRSK
+50.6%
+183.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.5% |
| 7D | +0.8% | +1.6% | -0.7% | +0.8% |
| 30D | -22.6% | +15.1% | -37.7% | -23.3% |
| 3M | -54.4% | +12.1% | -66.5% | -54.8% |
| 6M | -56.4% | +29.4% | -85.8% | -58.4% |
| YTD | -55.1% | -6.4% | -48.8% | -54.3% |
| 1Y | -46.9% | -3.6% | -43.4% | -46.5% |
| 3Y | +715.0% | -10.9% | +725.9% | +700.0% |
| 5Y | +153.7% | -0.5% | +154.2% | +129.2% |
| All | +233.7% | +50.6% | +183.1% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling