+62.2%
ASTS vs INSM
-13.6%
+75.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.3% |
| 7D | +18.5% | +2.8% | +15.7% | +17.9% |
| 30D | -8.1% | -4.7% | -3.4% | -7.3% |
| 3M | -28.2% | +32.6% | -60.8% | -33.0% |
| 6M | -26.1% | -10.9% | -15.2% | -22.8% |
| YTD | -9.0% | -28.2% | +19.3% | +0.3% |
| 1Y | +62.2% | -14.9% | +77.0% | +43.5% |
| All | +62.2% | -13.6% | +75.7% | +43.5% |
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