+185.6%
ASTS vs VST
+571.1%
-385.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.8% | +9.7% | +1.3% |
| 7D | -15.8% | -15.7% | -0.1% | -10.2% |
| 30D | -39.0% | -17.0% | -22.1% | -34.8% |
| 3M | -49.3% | -15.9% | -33.5% | -46.0% |
| 6M | -47.9% | -25.0% | -23.0% | -42.3% |
| YTD | -51.0% | -25.1% | -25.8% | -46.3% |
| 1Y | -49.2% | -34.9% | -14.3% | -41.3% |
| 3Y | +760.4% | +252.7% | +507.7% | +369.5% |
| 5Y | +185.6% | +582.3% | -396.7% | +18.3% |
| All | +185.6% | +571.1% | -385.5% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling