+22.8%
VZ vs ASTS
+537.8%
-514.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.1% | +7.3% | -7.3% | +0.1% |
| 30D | +7.9% | -8.9% | +16.8% | +7.9% |
| 3M | +13.6% | -41.9% | +55.6% | +13.6% |
| 6M | +1.1% | -40.6% | +41.7% | +1.1% |
| YTD | +29.3% | -14.2% | +43.5% | +29.2% |
| 1Y | +21.2% | +48.9% | -27.6% | +21.0% |
| 3Y | +75.9% | +1,461.7% | -1,385.8% | +70.8% |
| 5Y | +24.1% | +404.1% | -380.0% | +20.5% |
| All | +22.8% | +537.8% | -514.9% | +21.4% |
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