+653.1%
ASTS vs VST
+229.5%
+423.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.2% | -9.1% | -13.0% |
| 7D | -29.9% | -19.9% | -10.0% | -24.0% |
| 30D | -52.2% | -29.7% | -22.5% | -45.9% |
| 3M | -55.8% | -19.6% | -36.3% | -52.2% |
| 6M | -52.7% | -29.4% | -23.3% | -46.8% |
| YTD | -58.4% | -29.7% | -28.7% | -53.6% |
| 1Y | -57.1% | -40.0% | -17.0% | -49.7% |
| All | +653.1% | +229.5% | +423.6% | +1,591.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling