+537.8%
ASTS vs SHEL
+110.9%
+426.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +7.3% | +2.2% | +5.1% | +7.0% |
| 30D | -8.9% | +6.8% | -15.7% | -9.8% |
| 3M | -41.9% | +8.1% | -50.0% | -42.7% |
| 6M | -40.6% | +14.4% | -55.0% | -41.9% |
| YTD | -14.2% | +30.0% | -44.2% | -17.6% |
| 1Y | +48.9% | +33.3% | +15.5% | +42.5% |
| 3Y | +1,461.7% | +66.4% | +1,395.2% | +1,353.7% |
| 5Y | +404.1% | +178.6% | +225.6% | +357.6% |
| All | +537.8% | +110.9% | +426.9% | +483.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling