+230.9%
ASTS vs ABBV
+380.8%
-149.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +6.0% | +7.1% |
| 7D | -21.1% | -1.2% | -19.9% | -21.1% |
| 30D | -46.7% | +8.0% | -54.7% | -46.6% |
| 3M | -52.0% | +20.2% | -72.2% | -51.8% |
| 6M | -54.3% | +44.0% | -98.2% | -54.2% |
| YTD | -55.5% | +31.3% | -86.8% | -55.3% |
| 1Y | -50.5% | +37.0% | -87.4% | -50.5% |
| 3Y | +706.2% | +128.0% | +578.3% | +694.3% |
| 5Y | +165.2% | +196.9% | -31.7% | +161.1% |
| All | +230.9% | +380.8% | -149.9% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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