+576.8%
ASTS vs VTR
+78.5%
+498.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.6% | +6.2% |
| 7D | +18.5% | -2.4% | +20.9% | +19.0% |
| 30D | -8.1% | -3.7% | -4.4% | -7.6% |
| 3M | -28.2% | +13.5% | -41.7% | -30.4% |
| 6M | -26.1% | +7.2% | -33.3% | -27.7% |
| YTD | -9.0% | +17.6% | -26.5% | -12.4% |
| 1Y | +62.2% | +35.4% | +26.8% | +51.0% |
| 3Y | +1,621.9% | +132.8% | +1,489.0% | +1,342.8% |
| 5Y | +457.0% | +88.7% | +368.4% | +377.5% |
| All | +576.8% | +78.5% | +498.3% | +466.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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