+413.4%
ASTS vs VXX
-95.3%
+508.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -2.7% |
| 7D | -3.6% | +7.2% | -10.7% | -0.7% |
| 30D | -16.4% | -5.8% | -10.5% | -18.0% |
| 3M | -31.4% | -29.0% | -2.4% | -39.4% |
| 6M | -31.6% | -44.0% | +12.4% | -43.1% |
| YTD | -17.5% | -28.7% | +11.2% | -22.4% |
| 1Y | +59.4% | -45.2% | +104.6% | +40.0% |
| 3Y | +1,460.2% | -77.8% | +1,538.0% | +1,151.2% |
| 5Y | +413.4% | -95.6% | +509.0% | +147.3% |
| All | +413.4% | -95.3% | +508.7% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling