+233.7%
ASTS vs VRSN
+66.6%
+167.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +0.8% | +1.4% | -0.6% | +0.3% |
| 30D | -22.6% | +3.9% | -26.5% | -23.6% |
| 3M | -54.4% | +9.3% | -63.7% | -56.0% |
| 6M | -56.4% | +6.7% | -63.1% | -58.0% |
| YTD | -55.1% | +30.0% | -85.2% | -60.4% |
| 1Y | -46.9% | +26.0% | -72.9% | -52.6% |
| 3Y | +715.0% | +53.1% | +661.9% | +538.7% |
| 5Y | +153.7% | +35.0% | +118.7% | +99.3% |
| All | +233.7% | +66.6% | +167.1% | +160.6% |
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