+706.2%
ASTS vs INDA
+15.9%
+690.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.3% | +5.2% |
| 7D | -21.1% | +6.6% | -27.7% | -26.7% |
| 30D | -46.7% | +10.4% | -57.1% | -52.6% |
| 3M | -52.0% | +1.5% | -53.5% | -52.8% |
| 6M | -54.3% | +1.7% | -56.0% | -55.1% |
| YTD | -55.5% | -5.8% | -49.6% | -53.2% |
| 1Y | -50.5% | -5.1% | -45.4% | -48.2% |
| 3Y | +706.2% | +16.0% | +690.2% | +957.7% |
| All | +706.2% | +15.9% | +690.3% | +957.7% |
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