+209.1%
ASTS vs VXUS
+84.2%
+124.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.7% | -11.5% | -10.4% |
| 7D | -29.9% | -3.4% | -26.5% | -26.3% |
| 30D | -52.2% | -5.8% | -46.3% | -47.9% |
| 3M | -55.8% | -6.4% | -49.4% | -51.1% |
| 6M | -52.7% | -2.5% | -50.2% | -49.0% |
| YTD | -58.4% | +7.9% | -66.3% | -59.8% |
| 1Y | -57.1% | +11.5% | -68.6% | -59.8% |
| 3Y | +629.5% | +63.4% | +566.0% | +381.5% |
| 5Y | +147.7% | +42.9% | +104.8% | +75.7% |
| All | +209.1% | +84.2% | +124.9% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling