+230.9%
ASTS vs VRTX
+178.8%
+52.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.2% | +6.9% |
| 7D | -21.1% | -2.1% | -19.0% | -20.8% |
| 30D | -46.7% | +8.2% | -54.9% | -47.4% |
| 3M | -52.0% | +13.0% | -65.0% | -53.0% |
| 6M | -54.3% | +27.9% | -82.2% | -56.2% |
| YTD | -55.5% | +20.7% | -76.2% | -57.2% |
| 1Y | -50.5% | +31.4% | -81.9% | -53.0% |
| 3Y | +706.2% | +41.8% | +664.4% | +654.9% |
| 5Y | +165.2% | +183.7% | -18.5% | +129.8% |
| All | +230.9% | +178.8% | +52.1% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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