+576.8%
ASTS vs VTV
+132.6%
+444.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.9% |
| 7D | +18.5% | +0.3% | +18.2% | +18.2% |
| 30D | -8.1% | +0.1% | -8.2% | -8.2% |
| 3M | -28.2% | +6.2% | -34.4% | -32.2% |
| 6M | -26.1% | +13.5% | -39.6% | -33.7% |
| YTD | -9.0% | +18.9% | -27.8% | -21.0% |
| 1Y | +62.2% | +25.8% | +36.4% | +35.2% |
| 3Y | +1,621.9% | +68.7% | +1,553.1% | +1,105.7% |
| 5Y | +457.0% | +80.3% | +376.7% | +287.5% |
| All | +576.8% | +132.6% | +444.1% | +357.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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