+174.0%
ASTS vs SHEL
+159.8%
+14.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.4% |
| 7D | -21.1% | -8.8% | -12.3% | -18.6% |
| 30D | -46.7% | +2.3% | -49.0% | -47.2% |
| 3M | -52.0% | +11.6% | -63.6% | -53.9% |
| 6M | -54.3% | +15.7% | -69.9% | -56.7% |
| YTD | -55.5% | +38.6% | -94.0% | -60.6% |
| 1Y | -50.5% | +38.5% | -89.0% | -56.1% |
| 3Y | +706.2% | +66.9% | +639.4% | +567.3% |
| All | +174.0% | +159.8% | +14.2% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling