-49.2%
ASTS vs VSH
+62.1%
-111.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +1.0% | -0.8% |
| 7D | -15.8% | -13.6% | -2.2% | -7.4% |
| 30D | -39.0% | -30.4% | -8.7% | -22.9% |
| 3M | -49.3% | -33.3% | -16.1% | -35.5% |
| 6M | -47.9% | -15.1% | -32.9% | -51.3% |
| YTD | -51.0% | +80.2% | -131.2% | -80.2% |
| 1Y | -49.2% | +63.4% | -112.5% | -76.8% |
| All | -49.2% | +62.1% | -111.2% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling