+21.5%
VZ vs ASTS
+138.7%
-117.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.2% | +15.1% | -0.2% |
| 7D | +5.6% | -29.9% | +35.5% | +5.5% |
| 30D | +1.9% | -52.2% | +54.0% | +1.6% |
| 3M | +0.8% | -55.8% | +56.6% | +0.5% |
| 6M | +0.6% | -52.7% | +53.3% | +0.4% |
| YTD | +20.8% | -58.4% | +79.2% | +20.3% |
| 1Y | +23.9% | -57.1% | +81.0% | +23.3% |
| 3Y | +55.7% | +629.5% | -573.8% | +48.1% |
| 5Y | +21.5% | +147.7% | -126.2% | +16.2% |
| All | +21.5% | +138.7% | -117.2% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling