+174.0%
ASTS vs INSM
+241.5%
-67.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.2% | +1.9% | +5.6% |
| 7D | -21.1% | +1.6% | -22.7% | -21.4% |
| 30D | -46.7% | +12.5% | -59.1% | -48.6% |
| 3M | -52.0% | -13.7% | -38.3% | -50.1% |
| 6M | -54.3% | -16.5% | -37.7% | -53.4% |
| YTD | -55.5% | -34.3% | -21.2% | -51.5% |
| 1Y | -50.5% | -38.4% | -12.1% | -45.4% |
| 3Y | +706.2% | +379.9% | +326.3% | +371.4% |
| All | +174.0% | +241.5% | -67.5% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling