+230.9%
ASTS vs VTR
+77.3%
+153.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.1% |
| 7D | -21.1% | +4.7% | -25.7% | -21.7% |
| 30D | -46.7% | +10.9% | -57.6% | -47.7% |
| 3M | -52.0% | -3.2% | -48.8% | -51.9% |
| 6M | -54.3% | +3.7% | -57.9% | -55.0% |
| YTD | -55.5% | +16.8% | -72.3% | -57.2% |
| 1Y | -50.5% | +21.3% | -71.8% | -52.9% |
| 3Y | +706.2% | +119.0% | +587.2% | +581.3% |
| 5Y | +165.2% | +94.0% | +71.3% | +127.0% |
| All | +230.9% | +77.3% | +153.6% | +176.6% |
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