+706.2%
ASTS vs VXUS
+63.2%
+643.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +6.7% |
| 7D | -21.1% | -1.8% | -19.3% | -17.3% |
| 30D | -46.7% | -4.6% | -42.1% | -40.1% |
| 3M | -52.0% | -6.1% | -45.9% | -43.4% |
| 6M | -54.3% | -4.9% | -49.4% | -46.0% |
| YTD | -55.5% | +8.1% | -63.5% | -59.9% |
| 1Y | -50.5% | +12.1% | -62.6% | -58.2% |
| 3Y | +706.2% | +63.9% | +642.4% | +253.5% |
| All | +706.2% | +63.2% | +643.0% | +253.5% |
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