-51.0%
ASTS vs SHW
+5.9%
-56.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.4% |
| 7D | -9.3% | +4.2% | -13.6% | -10.2% |
| 30D | -33.9% | +11.3% | -45.2% | -37.0% |
| 3M | -51.0% | -1.8% | -49.2% | -50.2% |
| 6M | -55.1% | +12.7% | -67.8% | -57.6% |
| YTD | -53.6% | +10.4% | -64.1% | -58.7% |
| 1Y | -51.0% | +4.7% | -55.7% | -55.8% |
| All | -51.0% | +5.9% | -56.8% | -55.8% |
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