+538.9%
ASTS vs VYM
+121.4%
+417.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.1% |
| 7D | 0.0% | -1.0% | +1.0% | +1.0% |
| 30D | -9.2% | -2.0% | -7.2% | -7.3% |
| 3M | -29.6% | +3.1% | -32.7% | -31.6% |
| 6M | -30.5% | +8.9% | -39.3% | -35.2% |
| YTD | -14.1% | +14.7% | -28.8% | -23.1% |
| 1Y | +69.1% | +19.4% | +49.7% | +47.7% |
| 3Y | +1,525.5% | +65.4% | +1,460.1% | +1,059.1% |
| 5Y | +425.9% | +77.6% | +348.3% | +274.7% |
| All | +538.9% | +121.4% | +417.5% | +343.6% |
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