+274.8%
ASTS vs VUG
+211.2%
+63.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +6.7% |
| 7D | +2.8% | -1.1% | +3.9% | +5.5% |
| 30D | -28.8% | -7.0% | -21.8% | -21.0% |
| 3M | -48.9% | -3.7% | -45.2% | -45.3% |
| 6M | -55.6% | -1.6% | -54.0% | -52.7% |
| YTD | -49.6% | +5.1% | -54.7% | -49.6% |
| 1Y | -46.1% | +3.8% | -49.8% | -44.7% |
| 3Y | +749.7% | +79.9% | +669.8% | +443.2% |
| 5Y | +193.2% | +66.4% | +126.8% | +88.7% |
| All | +274.8% | +211.2% | +63.7% | +125.3% |
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