+253.1%
ASTS vs SHAK
-11.9%
+265.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.1% | -2.6% | -4.8% |
| 7D | +14.2% | +4.1% | +10.1% | +13.2% |
| 30D | -26.7% | +2.3% | -29.0% | -27.0% |
| 3M | -53.6% | -0.2% | -53.3% | -53.6% |
| 6M | -52.7% | +10.1% | -62.8% | -54.9% |
| YTD | -52.5% | -10.5% | -42.0% | -52.3% |
| 1Y | -46.5% | -22.4% | -24.1% | -44.2% |
| 3Y | +700.5% | +32.1% | +668.4% | +600.3% |
| 5Y | +168.5% | -14.0% | +182.5% | +146.1% |
| All | +253.1% | -11.9% | +265.0% | +231.1% |
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