+715.0%
ASTS vs INDA
+16.8%
+698.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.3% |
| 7D | +0.8% | +1.1% | -0.3% | -0.3% |
| 30D | -22.6% | +9.4% | -32.0% | -30.1% |
| 3M | -54.4% | +2.9% | -57.4% | -55.8% |
| 6M | -56.4% | +7.2% | -63.7% | -59.5% |
| YTD | -55.1% | -4.8% | -50.3% | -53.4% |
| 1Y | -46.9% | -5.1% | -41.9% | -44.6% |
| 3Y | +715.0% | +16.7% | +698.3% | +1,209.7% |
| All | +715.0% | +16.8% | +698.2% | +1,209.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling