+277.6%
ASTS vs VRSN
+62.7%
+214.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.9% | +15.0% | +14.4% |
| 7D | +1.5% | -0.8% | +2.4% | +1.9% |
| 30D | -27.6% | +0.7% | -28.3% | -27.8% |
| 3M | -48.7% | +4.1% | -52.9% | -49.7% |
| 6M | -50.8% | +6.7% | -57.6% | -52.7% |
| YTD | -49.2% | +27.1% | -76.3% | -54.8% |
| 1Y | -46.7% | +28.0% | -74.7% | -52.8% |
| 3Y | +793.2% | +52.6% | +740.6% | +599.5% |
| 5Y | +195.6% | +33.3% | +162.3% | +133.8% |
| All | +277.6% | +62.7% | +214.9% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling