-49.2%
ASTS vs VUG
+4.9%
-54.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.7% | -8.1% |
| 7D | -15.8% | -3.0% | -12.8% | -8.9% |
| 30D | -39.0% | -6.4% | -32.6% | -27.0% |
| 3M | -49.3% | -3.2% | -46.1% | -44.2% |
| 6M | -47.9% | +3.1% | -51.1% | -49.5% |
| YTD | -51.0% | +6.3% | -57.2% | -55.0% |
| 1Y | -49.2% | +5.2% | -54.3% | -51.4% |
| All | -49.2% | +4.9% | -54.0% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling