+230.9%
ASTS vs VSH
+31.8%
+199.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.7% | +1.3% | +3.8% |
| 7D | -21.1% | -12.9% | -8.1% | -14.2% |
| 30D | -46.7% | -36.9% | -9.8% | -30.9% |
| 3M | -52.0% | -28.8% | -23.2% | -42.3% |
| 6M | -54.3% | -30.3% | -24.0% | -46.2% |
| YTD | -55.5% | +62.4% | -117.9% | -67.2% |
| 1Y | -50.5% | +62.5% | -113.0% | -63.2% |
| 3Y | +706.2% | +7.4% | +698.8% | +609.2% |
| 5Y | +165.2% | +25.4% | +139.8% | +120.1% |
| All | +230.9% | +31.8% | +199.1% | +179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling