-49.2%
ASTS vs ADSK
-10.6%
-38.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.0% | -11.2% | -3.3% |
| 7D | -15.8% | +11.4% | -27.2% | -14.8% |
| 30D | -39.0% | +21.9% | -61.0% | -38.0% |
| 3M | -49.3% | +13.9% | -63.2% | -48.6% |
| 6M | -47.9% | +9.1% | -57.1% | -46.2% |
| YTD | -51.0% | -8.8% | -42.2% | -44.8% |
| 1Y | -49.2% | -10.2% | -38.9% | -41.1% |
| All | -49.2% | -10.6% | -38.5% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling