+230.9%
ASTS vs SHW
+90.8%
+140.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.6% |
| 7D | -21.1% | +3.5% | -24.5% | -22.6% |
| 30D | -46.7% | +9.2% | -55.9% | -49.1% |
| 3M | -52.0% | -5.1% | -46.9% | -51.2% |
| 6M | -54.3% | +6.8% | -61.1% | -56.2% |
| YTD | -55.5% | +7.0% | -62.4% | -57.4% |
| 1Y | -50.5% | +4.1% | -54.6% | -52.0% |
| 3Y | +706.2% | +41.1% | +665.2% | +611.5% |
| 5Y | +165.2% | +12.9% | +152.4% | +135.7% |
| All | +230.9% | +90.8% | +140.1% | +188.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling