+174.0%
ASTS vs SHAK
-19.2%
+193.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.1% | +5.8% |
| 7D | -21.1% | +2.0% | -23.1% | -21.8% |
| 30D | -46.7% | +12.0% | -58.7% | -49.4% |
| 3M | -52.0% | +2.3% | -54.4% | -52.8% |
| 6M | -54.3% | -25.5% | -28.7% | -50.2% |
| YTD | -55.5% | -11.4% | -44.1% | -55.7% |
| 1Y | -50.5% | -21.8% | -28.7% | -48.2% |
| 3Y | +706.2% | +25.8% | +680.4% | +501.8% |
| All | +174.0% | -19.2% | +193.2% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling