+457.0%
ASTS vs VYM
+77.8%
+379.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +7.0% |
| 7D | +18.5% | +0.1% | +18.4% | +18.2% |
| 30D | -8.1% | -1.3% | -6.8% | -5.5% |
| 3M | -28.2% | +4.1% | -32.2% | -34.0% |
| 6M | -26.1% | +9.8% | -35.9% | -38.2% |
| YTD | -9.0% | +15.3% | -24.3% | -30.1% |
| 1Y | +62.2% | +20.0% | +42.2% | +17.4% |
| 3Y | +1,621.9% | +66.2% | +1,555.6% | +608.7% |
| 5Y | +457.0% | +77.5% | +379.5% | +128.4% |
| All | +457.0% | +77.8% | +379.2% | +128.4% |
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