+48.9%
ASTS vs VXX
-51.1%
+100.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.6% |
| 7D | +7.3% | -3.5% | +10.8% | +5.3% |
| 30D | -8.9% | -13.6% | +4.7% | -16.3% |
| 3M | -41.9% | -24.6% | -17.3% | -49.6% |
| 6M | -40.6% | -39.9% | -0.7% | -52.7% |
| YTD | -14.2% | -33.1% | +18.8% | -24.8% |
| 1Y | +48.9% | -49.9% | +98.8% | +28.3% |
| All | +48.9% | -51.1% | +100.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 1y: compounded portfolio wealth divided by compounded VXX 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…
1y analysis · Full analysis span regression · 6 months rolling