+1,539.7%
ASTS vs VTR
+132.6%
+1,407.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +7.3% | -1.7% | +9.0% | +7.6% |
| 30D | -8.9% | -2.4% | -6.4% | -8.6% |
| 3M | -41.9% | +14.8% | -56.7% | -44.8% |
| 6M | -40.6% | +5.3% | -45.9% | -41.8% |
| YTD | -14.2% | +18.1% | -32.3% | -19.0% |
| 1Y | +48.9% | +36.7% | +12.1% | +30.8% |
| All | +1,539.7% | +132.6% | +1,407.2% | +1,012.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling