-48.8%
ASTS vs VUG
-11.2%
-37.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.1% | +5.0% |
| 7D | -21.1% | -3.4% | -17.7% | -13.9% |
| 30D | -46.7% | -11.1% | -35.6% | -30.0% |
| All | -48.8% | -11.2% | -37.6% | -32.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling