+274.8%
ASTS vs VYM
+125.8%
+149.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +7.8% |
| 7D | +2.8% | -0.2% | +3.0% | +3.6% |
| 30D | -28.8% | +3.6% | -32.4% | -30.9% |
| 3M | -48.9% | -0.1% | -48.7% | -48.5% |
| 6M | -55.6% | +7.1% | -62.8% | -58.1% |
| YTD | -49.6% | +17.0% | -66.6% | -55.5% |
| 1Y | -46.1% | +19.0% | -65.0% | -52.7% |
| 3Y | +749.7% | +74.4% | +675.2% | +484.8% |
| 5Y | +193.2% | +72.7% | +120.5% | +107.6% |
| All | +274.8% | +125.8% | +149.0% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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