+193.2%
ASTS vs SHW
+14.9%
+178.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.6% |
| 7D | +2.8% | -2.1% | +4.9% | +4.8% |
| 30D | -28.8% | +11.1% | -39.9% | -34.2% |
| 3M | -48.9% | -2.2% | -46.7% | -48.6% |
| 6M | -55.6% | +14.3% | -70.0% | -60.4% |
| YTD | -49.6% | +10.6% | -60.2% | -54.0% |
| 1Y | -46.1% | +4.1% | -50.1% | -48.7% |
| 3Y | +749.7% | +42.9% | +706.8% | +560.3% |
| 5Y | +193.2% | +14.2% | +179.0% | +112.0% |
| All | +193.2% | +14.9% | +178.3% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling