+425.9%
ASTS vs VTRS
+40.2%
+385.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.3% |
| 7D | 0.0% | -3.5% | +3.5% | +1.4% |
| 30D | -9.2% | +2.1% | -11.3% | -9.9% |
| 3M | -29.6% | +2.6% | -32.3% | -30.8% |
| 6M | -30.5% | +17.8% | -48.2% | -36.7% |
| YTD | -14.1% | +35.7% | -49.7% | -27.8% |
| 1Y | +69.1% | +63.5% | +5.6% | +28.9% |
| 3Y | +1,525.5% | +85.1% | +1,440.4% | +974.9% |
| 5Y | +425.9% | +42.5% | +383.4% | +270.5% |
| All | +425.9% | +40.2% | +385.6% | +270.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling