+160.4%
ASTS vs INDA
+8.7%
+151.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.2% |
| 7D | +0.8% | +1.1% | -0.3% | -0.6% |
| 30D | -22.6% | +9.4% | -32.0% | -32.1% |
| 3M | -54.4% | +2.9% | -57.4% | -56.3% |
| 6M | -56.4% | +7.2% | -63.7% | -60.4% |
| YTD | -55.1% | -4.8% | -50.3% | -52.4% |
| 1Y | -46.9% | -5.1% | -41.9% | -43.2% |
| 3Y | +715.0% | +16.7% | +698.3% | +503.2% |
| All | +160.4% | +8.7% | +151.7% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling