+230.9%
ASTS vs VRSN
+64.2%
+166.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.1% | +7.4% |
| 7D | -21.1% | +0.5% | -21.6% | -21.2% |
| 30D | -46.7% | +4.9% | -51.6% | -47.6% |
| 3M | -52.0% | +5.8% | -57.8% | -53.1% |
| 6M | -54.3% | +12.6% | -66.8% | -56.8% |
| YTD | -55.5% | +28.2% | -83.7% | -60.5% |
| 1Y | -50.5% | +30.4% | -80.9% | -56.4% |
| 3Y | +706.2% | +54.6% | +651.7% | +528.7% |
| 5Y | +165.2% | +35.1% | +130.1% | +109.1% |
| All | +230.9% | +64.2% | +166.7% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling