+160.4%
ASTS vs VUG
+62.0%
+98.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -3.9% |
| 7D | +0.8% | +2.5% | -1.7% | -2.6% |
| 30D | -22.6% | -6.3% | -16.4% | -11.7% |
| 3M | -54.4% | -6.0% | -48.4% | -47.8% |
| 6M | -56.4% | -3.5% | -52.9% | -51.0% |
| YTD | -55.1% | +3.9% | -59.0% | -54.9% |
| 1Y | -46.9% | +5.1% | -52.0% | -46.8% |
| 3Y | +715.0% | +77.9% | +637.1% | +288.1% |
| All | +160.4% | +62.0% | +98.3% | +48.1% |
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