+715.0%
ASTS vs VTR
+130.0%
+585.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.5% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | -22.6% | +5.5% | -28.1% | -22.8% |
| 3M | -54.4% | -0.9% | -53.5% | -54.3% |
| 6M | -56.4% | -0.4% | -56.0% | -56.4% |
| YTD | -55.1% | +17.0% | -72.1% | -57.1% |
| 1Y | -46.9% | +18.0% | -64.9% | -49.6% |
| 3Y | +715.0% | +127.4% | +587.6% | +572.8% |
| All | +715.0% | +130.0% | +585.0% | +572.8% |
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