+277.6%
ASTS vs SHEL
+124.3%
+153.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.2% | +14.3% | +14.1% |
| 7D | +1.5% | -5.8% | +7.3% | +2.4% |
| 30D | -27.6% | -1.3% | -26.3% | -27.5% |
| 3M | -48.7% | +12.7% | -61.4% | -49.7% |
| 6M | -50.8% | +19.9% | -70.7% | -52.3% |
| YTD | -49.2% | +38.3% | -87.5% | -51.7% |
| 1Y | -46.7% | +35.7% | -82.4% | -49.1% |
| 3Y | +793.2% | +71.7% | +721.5% | +727.1% |
| 5Y | +195.6% | +158.4% | +37.2% | +167.2% |
| All | +277.6% | +124.3% | +153.3% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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