+230.9%
ASTS vs VST
+433.0%
-202.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.6% | -3.5% | +3.7% |
| 7D | -21.1% | -9.8% | -11.3% | -18.5% |
| 30D | -46.7% | -25.1% | -21.6% | -41.7% |
| 3M | -52.0% | -11.6% | -40.4% | -50.1% |
| 6M | -54.3% | -20.9% | -33.3% | -50.9% |
| YTD | -55.5% | -22.3% | -33.2% | -52.5% |
| 1Y | -50.5% | -32.0% | -18.5% | -44.9% |
| 3Y | +706.2% | +262.4% | +443.8% | +489.9% |
| 5Y | +165.2% | +563.4% | -398.1% | +72.0% |
| All | +230.9% | +433.0% | -202.1% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling