+145.8%
V vs ASTS
+244.8%
-99.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +0.4% |
| 7D | +0.6% | -9.3% | +9.9% | +0.8% |
| 30D | +9.7% | -33.9% | +43.6% | +10.8% |
| 3M | +17.3% | -51.0% | +68.3% | +19.3% |
| 6M | +33.2% | -55.1% | +88.3% | +34.9% |
| YTD | +21.3% | -53.6% | +75.0% | +21.9% |
| 1Y | +27.3% | -51.0% | +78.3% | +27.2% |
| 3Y | +76.1% | +681.7% | -605.6% | +51.9% |
| 5Y | +103.5% | +182.4% | -78.9% | +75.0% |
| All | +145.8% | +244.8% | -99.0% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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