+538.9%
ASTS vs VWO
+75.2%
+463.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.9% |
| 7D | 0.0% | +0.2% | -0.1% | -0.2% |
| 30D | -9.2% | +0.9% | -10.1% | -10.0% |
| 3M | -29.6% | +4.3% | -33.9% | -32.1% |
| 6M | -30.5% | +10.5% | -41.0% | -35.9% |
| YTD | -14.1% | +13.4% | -27.4% | -22.5% |
| 1Y | +69.1% | +18.6% | +50.5% | +47.7% |
| 3Y | +1,525.5% | +65.8% | +1,459.7% | +992.3% |
| 5Y | +425.9% | +35.2% | +390.6% | +293.3% |
| All | +538.9% | +75.2% | +463.7% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling