+197.2%
ASTS vs VSXY
+90.2%
+106.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.8% | -1.0% | -4.2% |
| 7D | +14.2% | -1.6% | +15.8% | +15.2% |
| 30D | -26.7% | +17.8% | -44.5% | -30.5% |
| 3M | -53.6% | +12.5% | -66.1% | -55.7% |
| 6M | -52.7% | +124.7% | -177.4% | -65.3% |
| YTD | -52.5% | +93.2% | -145.7% | -64.0% |
| 1Y | -46.5% | +195.6% | -242.2% | -65.5% |
| 3Y | +700.5% | +434.6% | +265.8% | +277.9% |
| 5Y | +168.5% | +103.3% | +65.2% | +68.4% |
| All | +197.2% | +90.2% | +106.9% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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