+513.2%
ASTS vs VTRS
+6.1%
+507.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -3.6% | -3.3% | -0.3% | -2.6% |
| 30D | -16.4% | +1.4% | -17.7% | -16.7% |
| 3M | -31.4% | +4.6% | -36.0% | -32.7% |
| 6M | -31.6% | +18.1% | -49.6% | -36.1% |
| YTD | -17.5% | +34.7% | -52.2% | -27.0% |
| 1Y | +59.4% | +65.6% | -6.2% | +30.9% |
| 3Y | +1,460.2% | +83.8% | +1,376.4% | +1,093.9% |
| 5Y | +413.4% | +46.5% | +366.9% | +303.7% |
| All | +513.2% | +6.1% | +507.1% | +395.2% |
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