+48.9%
ASTS vs INSM
-11.6%
+60.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +7.3% | +6.5% | +0.8% | +6.1% |
| 30D | -8.9% | +27.5% | -36.4% | -14.1% |
| 3M | -41.9% | +20.4% | -62.3% | -44.1% |
| 6M | -40.6% | -15.7% | -24.9% | -36.5% |
| YTD | -14.2% | -27.4% | +13.2% | -5.9% |
| 1Y | +48.9% | -11.4% | +60.2% | +27.4% |
| All | +48.9% | -11.6% | +60.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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