+431.2%
ASTS vs VUG
+76.6%
+354.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.1% |
| 7D | +7.3% | -0.1% | +7.4% | +7.6% |
| 30D | -8.9% | -0.3% | -8.6% | -8.2% |
| 3M | -41.9% | -0.7% | -41.2% | -39.7% |
| 6M | -40.6% | +14.6% | -55.2% | -50.7% |
| YTD | -14.2% | +9.0% | -23.2% | -22.6% |
| 1Y | +48.9% | +14.9% | +34.0% | +26.5% |
| 3Y | +1,461.7% | +86.0% | +1,375.6% | +573.5% |
| All | +431.2% | +76.6% | +354.6% | +167.8% |
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