+653.1%
ASTS vs VXUS
+63.0%
+590.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.7% | -11.5% | -6.7% |
| 7D | -29.9% | -3.4% | -26.5% | -23.6% |
| 30D | -52.2% | -5.8% | -46.3% | -44.5% |
| 3M | -55.8% | -6.4% | -49.4% | -47.5% |
| 6M | -52.7% | -2.5% | -50.2% | -46.8% |
| YTD | -58.4% | +7.9% | -66.3% | -62.4% |
| 1Y | -57.1% | +11.5% | -68.6% | -63.4% |
| All | +653.1% | +63.0% | +590.1% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling