+244.8%
ASTS vs ABBV
+385.1%
-140.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.7% |
| 7D | -9.3% | +2.8% | -12.1% | -9.3% |
| 30D | -33.9% | +7.0% | -40.8% | -33.8% |
| 3M | -51.0% | +19.2% | -70.2% | -50.8% |
| 6M | -55.1% | +47.8% | -102.9% | -55.1% |
| YTD | -53.6% | +32.5% | -86.1% | -53.4% |
| 1Y | -51.0% | +38.4% | -89.4% | -50.9% |
| 3Y | +681.7% | +134.3% | +547.4% | +670.1% |
| 5Y | +182.4% | +200.6% | -18.2% | +178.0% |
| All | +244.8% | +385.1% | -140.2% | +232.0% |
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