+182.4%
ASTS vs VUG
+62.4%
+120.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -7.9% | -7.4% |
| 7D | -9.3% | -1.2% | -8.1% | -6.2% |
| 30D | -33.9% | -8.9% | -25.0% | -20.8% |
| 3M | -51.0% | -5.9% | -45.1% | -44.2% |
| 6M | -55.1% | -3.3% | -51.8% | -49.8% |
| YTD | -53.6% | +3.4% | -57.0% | -53.1% |
| 1Y | -51.0% | +1.9% | -52.9% | -48.4% |
| 3Y | +681.7% | +76.9% | +604.8% | +274.5% |
| 5Y | +182.4% | +63.9% | +118.5% | +60.2% |
| All | +182.4% | +62.4% | +120.0% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling