+537.8%
ASTS vs VTR
+79.3%
+458.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 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% | -43.9% |
| 6M | -40.6% | +5.3% | -45.9% | -41.6% |
| YTD | -14.2% | +18.1% | -32.3% | -17.5% |
| 1Y | +48.9% | +36.7% | +12.1% | +38.4% |
| 3Y | +1,461.7% | +130.1% | +1,331.6% | +1,211.4% |
| 5Y | +404.1% | +89.5% | +314.6% | +331.9% |
| All | +537.8% | +79.3% | +458.5% | +433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling