+178.5%
ASTS vs VSXY
+96.5%
+82.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.4% | +6.5% |
| 7D | -21.1% | +11.8% | -32.9% | -24.1% |
| 30D | -46.7% | +25.9% | -72.6% | -50.7% |
| 3M | -52.0% | +15.5% | -67.5% | -54.8% |
| 6M | -54.3% | +109.7% | -164.0% | -65.7% |
| YTD | -55.5% | +99.5% | -155.0% | -66.7% |
| 1Y | -50.5% | +197.5% | -248.0% | -68.2% |
| 3Y | +706.2% | +453.3% | +253.0% | +275.0% |
| 5Y | +165.2% | +110.3% | +55.0% | +64.1% |
| All | +178.5% | +96.5% | +82.0% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling