-13.9%
ADBE vs ASTS
+230.9%
-244.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.1% | -10.0% | -3.2% |
| 7D | -4.4% | -21.1% | +16.7% | -3.4% |
| 30D | +2.8% | -46.7% | +49.5% | +5.7% |
| 3M | -8.0% | -52.0% | +44.0% | -5.2% |
| 6M | -4.3% | -54.3% | +49.9% | -2.6% |
| YTD | -31.6% | -55.5% | +23.9% | -31.3% |
| 1Y | -26.9% | -50.5% | +23.6% | -27.5% |
| 3Y | -57.7% | +706.2% | -763.9% | -68.7% |
| 5Y | -63.9% | +165.2% | -229.1% | -72.5% |
| All | -13.9% | +230.9% | -244.8% | -35.8% |
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