+160.4%
ASTS vs SHEL
+164.9%
-4.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.9% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | -22.6% | -3.6% | -19.1% | -21.7% |
| 3M | -54.4% | +12.0% | -66.5% | -56.2% |
| 6M | -56.4% | +19.7% | -76.1% | -59.4% |
| YTD | -55.1% | +39.6% | -94.8% | -60.3% |
| 1Y | -46.9% | +36.4% | -83.4% | -52.7% |
| 3Y | +715.0% | +70.2% | +644.8% | +570.8% |
| All | +160.4% | +164.9% | -4.6% | +97.5% |
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