-49.2%
ASTS vs SHW
+7.3%
-56.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.6% | -10.8% | -6.1% |
| 7D | -15.8% | +13.3% | -29.1% | -20.0% |
| 30D | -39.0% | +14.1% | -53.2% | -42.6% |
| 3M | -49.3% | +0.8% | -50.1% | -49.1% |
| 6M | -47.9% | +17.6% | -65.6% | -52.2% |
| YTD | -51.0% | +13.0% | -63.9% | -56.9% |
| 1Y | -49.2% | +7.0% | -56.1% | -53.8% |
| All | -49.2% | +7.3% | -56.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling