+1,621.9%
ASTS vs VWO
+66.7%
+1,555.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.5% | +6.8% |
| 7D | +18.5% | +0.9% | +17.6% | +16.2% |
| 30D | -8.1% | +1.3% | -9.3% | -10.3% |
| 3M | -28.2% | +5.1% | -33.3% | -34.5% |
| 6M | -26.1% | +12.5% | -38.6% | -40.1% |
| YTD | -9.0% | +14.0% | -23.0% | -28.3% |
| 1Y | +62.2% | +19.7% | +42.5% | +18.2% |
| 3Y | +1,621.9% | +66.8% | +1,555.1% | +558.2% |
| All | +1,621.9% | +66.7% | +1,555.2% | +558.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling