+264.6%
ASTS vs VT
+134.3%
+130.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -6.5% |
| 7D | -15.8% | -0.3% | -15.5% | -15.5% |
| 30D | -39.0% | -1.4% | -37.6% | -37.6% |
| 3M | -49.3% | -1.4% | -47.9% | -47.9% |
| 6M | -47.9% | +5.5% | -53.4% | -49.8% |
| YTD | -51.0% | +12.8% | -63.8% | -56.0% |
| 1Y | -49.2% | +15.4% | -64.6% | -55.1% |
| 3Y | +760.4% | +76.9% | +683.5% | +414.1% |
| 5Y | +185.6% | +60.4% | +125.2% | +80.4% |
| All | +264.6% | +134.3% | +130.3% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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