+793.2%
ASTS vs VWO
+56.2%
+737.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.4% | +11.7% | +8.9% |
| 7D | +1.5% | +1.6% | -0.1% | -0.8% |
| 30D | -27.6% | -5.3% | -22.3% | -17.5% |
| 3M | -48.7% | -6.2% | -42.5% | -40.1% |
| 6M | -50.8% | -6.2% | -44.6% | -41.2% |
| YTD | -49.2% | +5.6% | -54.8% | -51.8% |
| 1Y | -46.7% | +6.2% | -52.8% | -49.3% |
| 3Y | +793.2% | +57.5% | +735.7% | +385.6% |
| All | +793.2% | +56.2% | +737.0% | +385.6% |
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