+1,539.7%
ASTS vs SHAK
+3.6%
+1,536.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +7.3% | -0.7% | +8.0% | +7.6% |
| 30D | -8.9% | -6.6% | -2.2% | -6.6% |
| 3M | -41.9% | +30.1% | -72.0% | -47.7% |
| 6M | -40.6% | -28.7% | -11.8% | -34.5% |
| YTD | -14.2% | -14.5% | +0.3% | -12.2% |
| 1Y | +48.9% | -31.9% | +80.7% | +66.6% |
| All | +1,539.7% | +3.6% | +1,536.1% | +1,370.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling