+537.8%
ASTS vs VTV
+134.5%
+403.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +7.3% | +0.5% | +6.8% | +6.9% |
| 30D | -8.9% | +1.1% | -10.0% | -9.7% |
| 3M | -41.9% | +5.9% | -47.8% | -44.9% |
| 6M | -40.6% | +11.6% | -52.2% | -45.8% |
| YTD | -14.2% | +19.8% | -34.0% | -26.1% |
| 1Y | +48.9% | +26.2% | +22.6% | +23.7% |
| 3Y | +1,461.7% | +68.5% | +1,393.2% | +992.2% |
| 5Y | +404.1% | +79.9% | +324.2% | +248.7% |
| All | +537.8% | +134.5% | +403.2% | +328.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling