+62.2%
ASTS vs INDA
-7.0%
+69.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.8% | +8.0% |
| 7D | +18.5% | -1.0% | +19.5% | +19.8% |
| 30D | -8.1% | -2.5% | -5.5% | -5.2% |
| 3M | -28.2% | +4.0% | -32.2% | -31.5% |
| 6M | -26.1% | -1.8% | -24.3% | -28.9% |
| YTD | -9.0% | -9.2% | +0.2% | -7.7% |
| 1Y | +62.2% | -7.2% | +69.4% | +62.3% |
| All | +62.2% | -7.0% | +69.2% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling