+56.0%
ASTS vs VXX
-46.7%
+102.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -2.8% |
| 7D | -3.9% | +2.0% | -5.9% | -2.6% |
| 30D | -19.4% | -7.1% | -12.4% | -22.5% |
| 3M | -38.6% | -28.6% | -10.0% | -49.1% |
| 6M | -32.1% | -44.0% | +11.8% | -49.0% |
| YTD | -17.6% | -31.7% | +14.2% | -26.7% |
| 1Y | +56.0% | -46.3% | +102.4% | +32.9% |
| All | +56.0% | -46.7% | +102.7% | +32.9% |
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