+537.8%
ASTS vs ADSK
+46.6%
+491.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +4.2% |
| 7D | +7.3% | -16.4% | +23.7% | +16.4% |
| 30D | -8.9% | -9.2% | +0.3% | -5.4% |
| 3M | -41.9% | -6.7% | -35.2% | -41.6% |
| 6M | -40.6% | -15.5% | -25.1% | -38.1% |
| YTD | -14.2% | -26.4% | +12.2% | -4.6% |
| 1Y | +48.9% | -31.9% | +80.7% | +73.4% |
| 3Y | +1,461.7% | -1.0% | +1,462.6% | +1,437.6% |
| 5Y | +404.1% | -24.5% | +428.7% | +408.6% |
| All | +537.8% | +46.6% | +491.1% | +517.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling