+230.9%
ASTS vs INDA
+57.3%
+173.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.3% | +6.1% |
| 7D | -21.1% | +6.6% | -27.7% | -24.0% |
| 30D | -46.7% | +10.4% | -57.1% | -49.7% |
| 3M | -52.0% | +1.5% | -53.5% | -52.4% |
| 6M | -54.3% | +1.7% | -56.0% | -54.6% |
| YTD | -55.5% | -5.8% | -49.6% | -54.2% |
| 1Y | -50.5% | -5.1% | -45.4% | -49.1% |
| 3Y | +706.2% | +16.0% | +690.2% | +661.1% |
| 5Y | +165.2% | +9.3% | +155.9% | +152.4% |
| All | +230.9% | +57.3% | +173.6% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling