+244.8%
ASTS vs VUG
+206.0%
+38.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -7.9% | -7.8% |
| 7D | -9.3% | -1.2% | -8.1% | -7.0% |
| 30D | -33.9% | -8.9% | -25.0% | -24.9% |
| 3M | -51.0% | -5.9% | -45.1% | -46.2% |
| 6M | -55.1% | -3.3% | -51.8% | -51.2% |
| YTD | -53.6% | +3.4% | -57.0% | -52.8% |
| 1Y | -51.0% | +1.9% | -52.9% | -48.7% |
| 3Y | +681.7% | +76.9% | +604.8% | +409.2% |
| 5Y | +182.4% | +63.9% | +118.5% | +85.1% |
| All | +244.8% | +206.0% | +38.8% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling