+653.1%
ASTS vs VUG
+76.8%
+576.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.5% | -9.7% | -4.4% |
| 7D | -29.9% | -7.1% | -22.7% | -18.0% |
| 30D | -52.2% | -12.1% | -40.1% | -37.4% |
| 3M | -55.8% | -8.1% | -47.7% | -46.6% |
| 6M | -52.7% | -3.2% | -49.5% | -46.5% |
| YTD | -58.4% | +0.5% | -58.9% | -55.9% |
| 1Y | -57.1% | -0.7% | -56.4% | -52.9% |
| All | +653.1% | +76.8% | +576.3% | +429.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling