+217.7%
ASTS vs VSXY
+106.4%
+111.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.1% | +9.0% | +12.4% |
| 7D | +1.5% | +15.2% | -13.6% | -3.1% |
| 30D | -27.6% | +37.0% | -64.6% | -34.9% |
| 3M | -48.7% | +15.2% | -63.9% | -51.6% |
| 6M | -50.8% | +136.3% | -187.1% | -64.6% |
| YTD | -49.2% | +109.6% | -158.8% | -62.5% |
| 1Y | -46.7% | +223.7% | -270.4% | -66.7% |
| 3Y | +793.2% | +516.3% | +276.9% | +301.9% |
| 5Y | +195.6% | +125.1% | +70.4% | +80.2% |
| All | +217.7% | +106.4% | +111.3% | +91.5% |
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