+209.1%
ASTS vs VT
+124.7%
+84.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.1% | -11.1% | -9.5% |
| 7D | -29.9% | -4.2% | -25.7% | -25.1% |
| 30D | -52.2% | -5.8% | -46.4% | -47.5% |
| 3M | -55.8% | -5.2% | -50.6% | -51.6% |
| 6M | -52.7% | +0.1% | -52.8% | -50.7% |
| YTD | -58.4% | +8.2% | -66.7% | -60.2% |
| 1Y | -57.1% | +10.1% | -67.2% | -59.3% |
| 3Y | +629.5% | +69.7% | +559.8% | +365.2% |
| 5Y | +147.7% | +53.4% | +94.4% | +67.1% |
| All | +209.1% | +124.7% | +84.4% | +99.6% |
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