+13.7%
VZ vs ASTS
+230.9%
-217.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -0.9% |
| 7D | +2.1% | -21.1% | +23.2% | +2.0% |
| 30D | +1.4% | -46.7% | +48.1% | +1.1% |
| 3M | -1.3% | -52.0% | +50.7% | -1.5% |
| 6M | -0.5% | -54.3% | +53.7% | -0.8% |
| YTD | +19.6% | -55.5% | +75.1% | +19.2% |
| 1Y | +22.4% | -50.5% | +72.9% | +21.9% |
| 3Y | +55.9% | +706.2% | -650.4% | +51.4% |
| 5Y | +20.4% | +165.2% | -144.8% | +16.6% |
| All | +13.7% | +230.9% | -217.2% | +12.1% |
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