+274.8%
ASTS vs ADSK
+75.0%
+199.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +2.8% | -3.7% | +6.5% | +4.6% |
| 30D | -28.8% | +11.3% | -40.2% | -32.9% |
| 3M | -48.9% | +3.3% | -52.2% | -50.5% |
| 6M | -55.6% | +10.1% | -65.8% | -59.4% |
| YTD | -49.6% | -12.2% | -37.4% | -49.0% |
| 1Y | -46.1% | -13.9% | -32.2% | -44.6% |
| 3Y | +749.7% | +23.5% | +726.2% | +646.3% |
| 5Y | +193.2% | -20.0% | +213.2% | +172.5% |
| All | +274.8% | +75.0% | +199.8% | +230.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling