+576.8%
ASTS vs SHEL
+116.2%
+460.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.6% | +5.7% |
| 7D | +18.5% | +1.9% | +16.6% | +18.2% |
| 30D | -8.1% | +8.7% | -16.7% | -9.2% |
| 3M | -28.2% | +11.0% | -39.1% | -29.4% |
| 6M | -26.1% | +14.6% | -40.7% | -27.7% |
| YTD | -9.0% | +33.3% | -42.2% | -12.9% |
| 1Y | +62.2% | +37.9% | +24.3% | +54.5% |
| 3Y | +1,621.9% | +69.7% | +1,552.1% | +1,498.1% |
| 5Y | +457.0% | +190.2% | +266.9% | +403.6% |
| All | +576.8% | +116.2% | +460.5% | +516.7% |
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