+253.1%
ASTS vs VWO
+62.7%
+190.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -4.1% |
| 7D | +14.2% | +4.0% | +10.2% | +9.7% |
| 30D | -26.7% | -5.4% | -21.3% | -20.7% |
| 3M | -53.6% | -6.4% | -47.2% | -49.0% |
| 6M | -52.7% | -4.7% | -48.0% | -48.2% |
| YTD | -52.5% | +5.3% | -57.8% | -52.6% |
| 1Y | -46.5% | +4.3% | -50.8% | -45.7% |
| 3Y | +700.5% | +55.9% | +644.5% | +486.5% |
| 5Y | +168.5% | +25.7% | +142.8% | +122.0% |
| All | +253.1% | +62.7% | +190.4% | +192.1% |
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