-52.7%
ASTS vs SHW
+12.3%
-65.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.2% | -14.8% |
| 7D | -29.9% | +5.7% | -35.6% | -29.9% |
| 30D | -52.2% | +8.7% | -60.8% | -52.7% |
| 3M | -55.8% | -5.4% | -50.5% | -54.8% |
| 6M | -52.7% | +12.2% | -65.0% | -51.4% |
| All | -52.7% | +12.3% | -65.0% | -51.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling