+537.8%
ASTS vs VSH
+79.5%
+458.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -2.2% |
| 7D | +7.3% | +4.1% | +3.3% | +5.1% |
| 30D | -8.9% | -4.2% | -4.7% | -6.6% |
| 3M | -41.9% | -50.0% | +8.0% | -16.9% |
| 6M | -40.6% | +80.2% | -120.8% | -58.7% |
| YTD | -14.2% | +121.1% | -135.3% | -46.4% |
| 1Y | +48.9% | +112.0% | -63.1% | -4.0% |
| 3Y | +1,461.7% | +22.5% | +1,439.1% | +1,148.6% |
| 5Y | +404.1% | +64.0% | +340.1% | +256.9% |
| All | +537.8% | +79.5% | +458.3% | +356.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling