+48.9%
ASTS vs VST
-20.6%
+69.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -1.6% |
| 7D | +7.3% | +8.9% | -1.6% | +2.6% |
| 30D | -8.9% | +6.2% | -15.1% | -11.7% |
| 3M | -41.9% | -2.7% | -39.2% | -41.9% |
| 6M | -40.6% | -8.4% | -32.2% | -39.1% |
| YTD | -14.2% | -7.2% | -7.0% | -15.1% |
| 1Y | +48.9% | -20.9% | +69.7% | +71.8% |
| All | +48.9% | -20.6% | +69.4% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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