+793.2%
ASTS vs ADSK
+26.6%
+766.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.6% | +13.5% | +13.8% |
| 7D | +1.5% | +2.1% | -0.6% | +0.3% |
| 30D | -27.6% | +11.9% | -39.5% | -32.0% |
| 3M | -48.7% | +5.7% | -54.5% | -50.9% |
| 6M | -50.8% | +7.7% | -58.6% | -54.3% |
| YTD | -49.2% | -11.0% | -38.2% | -45.6% |
| 1Y | -46.7% | -11.4% | -35.3% | -42.4% |
| 3Y | +793.2% | +28.7% | +764.6% | +738.5% |
| All | +793.2% | +26.6% | +766.6% | +738.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling