+537.8%
ASTS vs ABBV
+320.7%
+217.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +7.3% | +0.4% | +7.0% | +7.3% |
| 30D | -8.9% | +4.2% | -13.0% | -8.8% |
| 3M | -41.9% | +14.8% | -56.7% | -41.9% |
| 6M | -40.6% | +10.3% | -50.9% | -40.5% |
| YTD | -14.2% | +14.9% | -29.1% | -14.2% |
| 1Y | +48.9% | +24.1% | +24.7% | +47.9% |
| 3Y | +1,461.7% | +91.9% | +1,369.7% | +1,433.1% |
| 5Y | +404.1% | +176.0% | +228.1% | +393.4% |
| All | +537.8% | +320.7% | +217.1% | +511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling