+715.0%
ASTS vs VXX
-76.7%
+791.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.3% | -7.8% | -4.5% |
| 7D | +0.8% | -14.7% | +15.5% | -4.5% |
| 30D | -22.6% | +8.9% | -31.5% | -15.5% |
| 3M | -54.4% | -4.5% | -49.9% | -52.3% |
| 6M | -56.4% | -34.0% | -22.4% | -59.7% |
| YTD | -55.1% | -29.2% | -25.9% | -55.4% |
| 1Y | -46.9% | -46.8% | -0.1% | -51.6% |
| 3Y | +715.0% | -76.2% | +791.2% | +522.0% |
| All | +715.0% | -76.7% | +791.7% | +522.0% |
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