-14.8%
ADBE vs ASTS
+244.8%
-259.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.4% | +0.2% |
| 7D | -3.8% | -9.3% | +5.5% | -3.5% |
| 30D | -2.3% | -33.9% | +31.6% | -0.6% |
| 3M | -13.3% | -51.0% | +37.7% | -10.7% |
| 6M | -6.5% | -55.1% | +48.7% | -4.5% |
| YTD | -32.4% | -53.6% | +21.2% | -32.2% |
| 1Y | -28.0% | -51.0% | +22.9% | -28.6% |
| 3Y | -60.4% | +681.7% | -742.0% | -70.5% |
| 5Y | -63.4% | +182.4% | -245.8% | -72.2% |
| All | -14.8% | +244.8% | -259.6% | -36.7% |
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