+274.8%
ASTS vs INDA
+59.5%
+215.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +8.9% | +8.8% |
| 7D | +2.8% | +3.1% | -0.3% | +1.1% |
| 30D | -28.8% | +11.3% | -40.1% | -33.1% |
| 3M | -48.9% | +3.0% | -51.9% | -49.7% |
| 6M | -55.6% | +6.5% | -62.2% | -57.0% |
| YTD | -49.6% | -4.6% | -45.0% | -48.5% |
| 1Y | -46.1% | -5.8% | -40.3% | -44.4% |
| 3Y | +749.7% | +16.8% | +732.9% | +698.4% |
| 5Y | +193.2% | +10.4% | +182.8% | +177.1% |
| All | +274.8% | +59.5% | +215.3% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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