+195.6%
ASTS vs ADSK
-19.8%
+215.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.6% | +13.5% | +13.7% |
| 7D | +1.5% | +2.1% | -0.6% | -0.3% |
| 30D | -27.6% | +11.9% | -39.5% | -33.6% |
| 3M | -48.7% | +5.7% | -54.5% | -52.0% |
| 6M | -50.8% | +7.7% | -58.6% | -56.2% |
| YTD | -49.2% | -11.0% | -38.2% | -48.8% |
| 1Y | -46.7% | -11.4% | -35.3% | -45.9% |
| 3Y | +793.2% | +28.7% | +764.6% | +580.2% |
| 5Y | +195.6% | -20.1% | +215.6% | +158.6% |
| All | +195.6% | -19.8% | +215.4% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling