+576.8%
ASTS vs VTRS
+7.6%
+569.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.6% |
| 7D | +18.5% | -0.1% | +18.6% | +18.6% |
| 30D | -8.1% | +1.9% | -9.9% | -8.6% |
| 3M | -28.2% | +5.1% | -33.2% | -29.6% |
| 6M | -26.1% | +20.1% | -46.2% | -31.4% |
| YTD | -9.0% | +36.6% | -45.5% | -19.8% |
| 1Y | +62.2% | +64.1% | -1.9% | +33.6% |
| 3Y | +1,621.9% | +86.4% | +1,535.5% | +1,211.7% |
| 5Y | +457.0% | +40.9% | +416.2% | +339.1% |
| All | +576.8% | +7.6% | +569.2% | +444.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling