+537.8%
ASTS vs VUG
+222.6%
+315.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.9% |
| 7D | +7.3% | -0.1% | +7.4% | +7.5% |
| 30D | -8.9% | -0.3% | -8.6% | -8.3% |
| 3M | -41.9% | -0.7% | -41.2% | -40.2% |
| 6M | -40.6% | +14.6% | -55.2% | -47.4% |
| YTD | -14.2% | +9.0% | -23.2% | -19.6% |
| 1Y | +48.9% | +14.9% | +34.0% | +34.3% |
| 3Y | +1,461.7% | +86.0% | +1,375.6% | +839.4% |
| 5Y | +404.1% | +76.7% | +327.4% | +202.4% |
| All | +537.8% | +222.6% | +315.1% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling