+715.0%
ASTS vs INSM
+416.0%
+299.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -6.1% |
| 7D | +0.8% | +5.9% | -5.1% | -0.5% |
| 30D | -22.6% | +23.9% | -46.5% | -26.5% |
| 3M | -54.4% | -4.1% | -50.3% | -54.1% |
| 6M | -56.4% | +2.7% | -59.1% | -57.4% |
| YTD | -55.1% | -30.4% | -24.7% | -52.4% |
| 1Y | -46.9% | -36.6% | -10.4% | -43.0% |
| 3Y | +715.0% | +406.9% | +308.1% | +480.4% |
| All | +715.0% | +416.0% | +299.0% | +480.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling