+537.8%
ASTS vs VRSK
+34.3%
+503.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +7.3% | -3.1% | +10.5% | +7.6% |
| 30D | -8.9% | -1.6% | -7.3% | -8.8% |
| 3M | -41.9% | +3.5% | -45.4% | -42.9% |
| 6M | -40.6% | -13.4% | -27.2% | -39.4% |
| YTD | -14.2% | -16.5% | +2.3% | -12.0% |
| 1Y | +48.9% | -30.6% | +79.4% | +60.5% |
| 3Y | +1,461.7% | -21.9% | +1,483.5% | +1,453.4% |
| 5Y | +404.1% | -6.3% | +410.4% | +353.8% |
| All | +537.8% | +34.3% | +503.5% | +459.5% |
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 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