+195.6%
ASTS vs VWO
+27.5%
+168.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.4% | +11.7% | +9.4% |
| 7D | +1.5% | +1.6% | -0.1% | -0.5% |
| 30D | -27.6% | -5.3% | -22.3% | -18.2% |
| 3M | -48.7% | -6.2% | -42.5% | -40.7% |
| 6M | -50.8% | -6.2% | -44.6% | -41.8% |
| YTD | -49.2% | +5.6% | -54.8% | -51.5% |
| 1Y | -46.7% | +6.2% | -52.8% | -48.9% |
| 3Y | +793.2% | +57.5% | +735.7% | +342.8% |
| 5Y | +195.6% | +28.0% | +167.6% | +131.7% |
| All | +195.6% | +27.5% | +168.0% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling