+1,630.4%
VRT vs ASTS
+209.1%
+1,421.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -15.2% | +1.2% | -12.0% |
| 7D | -28.1% | -29.9% | +1.7% | -24.6% |
| 30D | -30.2% | -52.2% | +22.0% | -23.2% |
| 3M | -36.4% | -55.8% | +19.4% | -29.6% |
| 6M | -48.2% | -52.7% | +4.6% | -44.1% |
| YTD | +9.2% | -58.4% | +67.6% | +17.4% |
| 1Y | -7.2% | -57.1% | +49.9% | -1.2% |
| 3Y | +338.7% | +629.5% | -290.8% | +213.8% |
| 5Y | +542.8% | +147.7% | +395.1% | +377.3% |
| All | +1,630.4% | +209.1% | +1,421.3% | +1,032.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling