+537.8%
ASTS vs VWO
+76.8%
+461.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.6% |
| 7D | +7.3% | +1.1% | +6.3% | +6.0% |
| 30D | -8.9% | +2.4% | -11.3% | -11.1% |
| 3M | -41.9% | +2.0% | -43.9% | -42.4% |
| 6M | -40.6% | +10.7% | -51.3% | -45.3% |
| YTD | -14.2% | +14.4% | -28.6% | -23.4% |
| 1Y | +48.9% | +22.7% | +26.1% | +25.3% |
| 3Y | +1,461.7% | +64.2% | +1,397.4% | +953.2% |
| 5Y | +404.1% | +35.8% | +368.4% | +273.3% |
| All | +537.8% | +76.8% | +461.0% | +371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling