+174.0%
ASTS vs VTR
+95.0%
+78.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.2% |
| 7D | -21.1% | +4.7% | -25.7% | -23.0% |
| 30D | -46.7% | +10.9% | -57.6% | -49.9% |
| 3M | -52.0% | -3.2% | -48.8% | -51.6% |
| 6M | -54.3% | +3.7% | -57.9% | -56.8% |
| YTD | -55.5% | +16.8% | -72.3% | -61.3% |
| 1Y | -50.5% | +21.3% | -71.8% | -58.4% |
| 3Y | +706.2% | +119.0% | +587.2% | +304.0% |
| All | +174.0% | +95.0% | +78.9% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling