+230.9%
ASTS vs VUG
+200.0%
+30.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.1% | +6.0% |
| 7D | -21.1% | -3.4% | -17.7% | -17.1% |
| 30D | -46.7% | -11.1% | -35.6% | -37.9% |
| 3M | -52.0% | -7.2% | -44.8% | -46.5% |
| 6M | -54.3% | -4.1% | -50.1% | -49.8% |
| YTD | -55.5% | +1.4% | -56.9% | -53.7% |
| 1Y | -50.5% | +1.9% | -52.4% | -48.3% |
| 3Y | +706.2% | +77.7% | +628.5% | +424.6% |
| 5Y | +165.2% | +57.6% | +107.6% | +78.3% |
| All | +230.9% | +200.0% | +30.9% | +106.7% |
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