-4.1%
ADBE vs ASTS
+537.8%
-541.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.7% |
| 7D | -8.6% | +7.3% | -15.9% | -9.0% |
| 30D | +2.8% | -8.9% | +11.6% | +3.1% |
| 3M | +3.1% | -41.9% | +45.1% | +5.4% |
| 6M | -2.4% | -40.6% | +38.2% | -1.4% |
| YTD | -23.9% | -14.2% | -9.6% | -25.6% |
| 1Y | -22.6% | +48.9% | -71.4% | -28.2% |
| 3Y | -52.7% | +1,461.7% | -1,514.3% | -66.2% |
| 5Y | -60.0% | +404.1% | -464.1% | -70.4% |
| All | -4.1% | +537.8% | -541.8% | -30.5% |
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