+512.7%
ASTS vs VXX
-98.5%
+611.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -1.3% |
| 7D | -3.9% | +2.0% | -5.9% | -3.3% |
| 30D | -19.4% | -7.1% | -12.4% | -20.9% |
| 3M | -38.6% | -28.6% | -10.0% | -43.6% |
| 6M | -32.1% | -44.0% | +11.8% | -40.2% |
| YTD | -17.6% | -31.7% | +14.2% | -21.8% |
| 1Y | +56.0% | -46.3% | +102.4% | +42.4% |
| 3Y | +1,438.8% | -78.3% | +1,517.1% | +1,262.6% |
| 5Y | +412.9% | -95.8% | +508.8% | +268.8% |
| All | +512.7% | -98.5% | +611.2% | +316.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling