+576.8%
ASTS vs SHW
+80.8%
+496.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.3% | +8.4% | +7.1% |
| 7D | +18.5% | -1.2% | +19.7% | +19.0% |
| 30D | -8.1% | -11.6% | +3.5% | -3.0% |
| 3M | -28.2% | +9.1% | -37.3% | -31.4% |
| 6M | -26.1% | -0.7% | -25.4% | -26.4% |
| YTD | -9.0% | +1.4% | -10.3% | -10.1% |
| 1Y | +62.2% | -12.3% | +74.4% | +70.1% |
| 3Y | +1,621.9% | +23.4% | +1,598.5% | +1,509.6% |
| 5Y | +457.0% | +15.0% | +442.0% | +408.3% |
| All | +576.8% | +80.8% | +496.0% | +508.1% |
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