+233.7%
ASTS vs VSH
+50.7%
+183.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.3% | -3.1% |
| 7D | +0.8% | +14.3% | -13.5% | -6.3% |
| 30D | -22.6% | -7.9% | -14.8% | -18.7% |
| 3M | -54.4% | -19.9% | -34.6% | -48.7% |
| 6M | -56.4% | -30.5% | -25.9% | -48.6% |
| YTD | -55.1% | +85.7% | -140.8% | -69.3% |
| 1Y | -46.9% | +98.9% | -145.9% | -64.6% |
| 3Y | +715.0% | +32.1% | +682.9% | +548.2% |
| 5Y | +153.7% | +39.7% | +114.0% | +96.6% |
| All | +233.7% | +50.7% | +183.0% | +162.0% |
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