+195.6%
ASTS vs VYM
+70.5%
+125.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.3% | +11.8% | +9.2% |
| 7D | +1.5% | -0.7% | +2.2% | +4.1% |
| 30D | -27.6% | +2.5% | -30.1% | -30.7% |
| 3M | -48.7% | -1.2% | -47.5% | -46.8% |
| 6M | -50.8% | +5.9% | -56.7% | -55.8% |
| YTD | -49.2% | +15.4% | -64.6% | -60.8% |
| 1Y | -46.7% | +18.8% | -65.5% | -60.7% |
| 3Y | +793.2% | +73.8% | +719.4% | +236.9% |
| 5Y | +195.6% | +70.5% | +125.1% | +27.9% |
| All | +195.6% | +70.5% | +125.1% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling