+793.2%
ASTS vs SHW
+43.4%
+749.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.0% | +10.1% | +11.6% |
| 7D | +1.5% | +1.6% | 0.0% | +0.7% |
| 30D | -27.6% | +12.1% | -39.7% | -33.4% |
| 3M | -48.7% | -3.0% | -45.8% | -47.9% |
| 6M | -50.8% | +13.5% | -64.4% | -55.9% |
| YTD | -49.2% | +11.2% | -60.5% | -54.0% |
| 1Y | -46.7% | +6.2% | -52.9% | -49.9% |
| 3Y | +793.2% | +45.6% | +747.6% | +928.2% |
| All | +793.2% | +43.4% | +749.9% | +928.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling