+253.1%
ASTS vs VTR
+79.1%
+174.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | +14.2% | +0.7% | +13.6% | +14.1% |
| 30D | -26.7% | +6.9% | -33.6% | -27.6% |
| 3M | -53.6% | +1.3% | -54.9% | -53.8% |
| 6M | -52.7% | +2.5% | -55.2% | -53.4% |
| YTD | -52.5% | +18.0% | -70.5% | -54.4% |
| 1Y | -46.5% | +19.5% | -66.0% | -48.9% |
| 3Y | +700.5% | +130.2% | +570.3% | +570.7% |
| 5Y | +168.5% | +93.8% | +74.6% | +129.5% |
| All | +253.1% | +79.1% | +174.0% | +194.7% |
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