+1,505.9%
ASTS vs ABBV
+91.6%
+1,414.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.2% |
| 7D | +7.3% | +0.4% | +7.0% | +7.4% |
| 30D | -8.9% | +4.2% | -13.0% | -8.7% |
| 3M | -41.9% | +14.8% | -56.7% | -41.9% |
| 6M | -40.6% | +10.3% | -50.9% | -40.3% |
| YTD | -14.2% | +14.9% | -29.1% | -14.0% |
| 1Y | +48.9% | +24.1% | +24.7% | +46.2% |
| All | +1,505.9% | +91.6% | +1,414.4% | +1,492.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling