+538.9%
ASTS vs SHAK
-23.6%
+562.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -3.6% |
| 7D | 0.0% | -7.2% | +7.2% | +2.3% |
| 30D | -9.2% | -11.8% | +2.6% | -5.7% |
| 3M | -29.6% | +17.2% | -46.8% | -33.6% |
| 6M | -30.5% | -34.1% | +3.7% | -23.4% |
| YTD | -14.1% | -22.4% | +8.3% | -9.9% |
| 1Y | +69.1% | -35.9% | +105.0% | +87.2% |
| 3Y | +1,525.5% | -3.4% | +1,528.9% | +1,456.0% |
| 5Y | +425.9% | -25.4% | +451.3% | +402.5% |
| All | +538.9% | -23.6% | +562.5% | +526.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling