+233.7%
ASTS vs SHW
+94.4%
+139.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | +0.8% | +1.9% | -1.1% | +0.3% |
| 30D | -22.6% | +8.1% | -30.7% | -25.5% |
| 3M | -54.4% | -2.8% | -51.6% | -54.1% |
| 6M | -56.4% | +15.0% | -71.5% | -59.5% |
| YTD | -55.1% | +9.0% | -64.1% | -57.3% |
| 1Y | -46.9% | +4.5% | -51.4% | -48.6% |
| 3Y | +715.0% | +41.9% | +673.1% | +618.1% |
| 5Y | +153.7% | +10.7% | +143.0% | +124.7% |
| All | +233.7% | +94.4% | +139.2% | +189.1% |
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