+209.1%
ASTS vs SHW
+93.5%
+115.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.2% | -13.5% |
| 7D | -29.9% | +5.7% | -35.6% | -31.8% |
| 30D | -52.2% | +8.7% | -60.8% | -54.2% |
| 3M | -55.8% | -5.4% | -50.5% | -55.0% |
| 6M | -52.7% | +12.2% | -65.0% | -55.7% |
| YTD | -58.4% | +8.5% | -66.9% | -60.4% |
| 1Y | -57.1% | +4.9% | -62.0% | -58.5% |
| 3Y | +629.5% | +42.8% | +586.6% | +540.6% |
| 5Y | +147.7% | +14.5% | +133.3% | +119.0% |
| All | +209.1% | +93.5% | +115.6% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling