+230.9%
ASTS vs VXUS
+84.5%
+146.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +6.9% |
| 7D | -21.1% | -1.8% | -19.3% | -18.9% |
| 30D | -46.7% | -4.6% | -42.1% | -42.9% |
| 3M | -52.0% | -6.1% | -45.9% | -47.1% |
| 6M | -54.3% | -4.9% | -49.4% | -49.3% |
| YTD | -55.5% | +8.1% | -63.5% | -57.1% |
| 1Y | -50.5% | +12.1% | -62.6% | -53.9% |
| 3Y | +706.2% | +63.9% | +642.4% | +430.6% |
| 5Y | +165.2% | +43.1% | +122.1% | +87.7% |
| All | +230.9% | +84.5% | +146.4% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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