+274.8%
ASTS vs VTRS
+36.4%
+238.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.4% |
| 7D | +2.8% | +9.6% | -6.8% | 0.0% |
| 30D | -28.8% | +20.1% | -48.9% | -32.7% |
| 3M | -48.9% | +30.3% | -79.2% | -52.8% |
| 6M | -55.6% | +26.3% | -82.0% | -59.0% |
| YTD | -49.6% | +73.1% | -122.7% | -58.7% |
| 1Y | -46.1% | +94.7% | -140.8% | -57.6% |
| 3Y | +749.7% | +159.7% | +590.0% | +481.9% |
| 5Y | +193.2% | +79.7% | +113.5% | +115.0% |
| All | +274.8% | +36.4% | +238.4% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling