+57.3%
VZ vs ASTS
+636.6%
-579.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.2% | +15.1% | -0.4% |
| 7D | +5.6% | -29.9% | +35.5% | +5.0% |
| 30D | +1.9% | -52.2% | +54.0% | +0.6% |
| 3M | +0.8% | -55.8% | +56.6% | -0.5% |
| 6M | +0.6% | -52.7% | +53.3% | -0.2% |
| YTD | +20.8% | -58.4% | +79.2% | +19.7% |
| 1Y | +23.9% | -57.1% | +81.0% | +23.0% |
| All | +57.3% | +636.6% | -579.2% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling