+538.9%
ASTS vs ADSK
+39.0%
+499.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -4.4% |
| 7D | 0.0% | -14.5% | +14.6% | +7.3% |
| 30D | -9.2% | -19.3% | +10.1% | -0.3% |
| 3M | -29.6% | -7.8% | -21.8% | -29.1% |
| 6M | -30.5% | -20.8% | -9.7% | -25.2% |
| YTD | -14.1% | -30.2% | +16.1% | -2.1% |
| 1Y | +69.1% | -36.5% | +105.6% | +103.7% |
| 3Y | +1,525.5% | -5.7% | +1,531.3% | +1,537.3% |
| 5Y | +425.9% | -28.2% | +454.0% | +443.5% |
| All | +538.9% | +39.0% | +499.9% | +533.6% |
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