+182.4%
ASTS vs VSH
+46.3%
+136.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.4% | -10.1% | -9.7% |
| 7D | -9.3% | -1.6% | -7.7% | -8.0% |
| 30D | -33.9% | -21.3% | -12.6% | -22.1% |
| 3M | -51.0% | -18.9% | -32.1% | -44.2% |
| 6M | -55.1% | -21.4% | -33.7% | -51.5% |
| YTD | -53.6% | +86.8% | -140.5% | -74.2% |
| 1Y | -51.0% | +85.8% | -136.7% | -72.3% |
| 3Y | +681.7% | +30.1% | +651.5% | +460.6% |
| 5Y | +182.4% | +42.8% | +139.6% | +66.2% |
| All | +182.4% | +46.3% | +136.1% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling