+1,504.6%
ASTS vs VXX
-78.1%
+1,582.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -4.9% |
| 7D | 0.0% | +1.6% | -1.5% | +0.7% |
| 30D | -9.2% | -9.5% | +0.2% | -12.4% |
| 3M | -29.6% | -27.3% | -2.3% | -37.0% |
| 6M | -30.5% | -43.3% | +12.8% | -41.7% |
| YTD | -14.1% | -30.9% | +16.8% | -20.3% |
| 1Y | +69.1% | -47.2% | +116.3% | +47.0% |
| All | +1,504.6% | -78.1% | +1,582.7% | +1,113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling