+280.2%
ASTS vs VT
+130.3%
+149.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.2% |
| 7D | -11.5% | -1.6% | -9.9% | -9.4% |
| 30D | -36.4% | -2.5% | -33.9% | -33.9% |
| 3M | -41.5% | -1.3% | -40.2% | -39.7% |
| 6M | -47.6% | +3.1% | -50.7% | -47.8% |
| YTD | -48.9% | +10.9% | -59.8% | -52.9% |
| 1Y | -47.8% | +12.1% | -59.8% | -52.0% |
| 3Y | +797.3% | +73.9% | +723.4% | +449.7% |
| 5Y | +208.0% | +58.0% | +150.1% | +99.4% |
| All | +280.2% | +130.3% | +149.9% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling