+537.8%
ASTS vs SHW
+85.0%
+452.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +7.3% | -3.2% | +10.6% | +8.9% |
| 30D | -8.9% | -9.5% | +0.6% | -4.7% |
| 3M | -41.9% | +11.5% | -53.4% | -45.0% |
| 6M | -40.6% | -3.5% | -37.1% | -39.9% |
| YTD | -14.2% | +3.7% | -17.9% | -16.1% |
| 1Y | +48.9% | -7.9% | +56.8% | +52.9% |
| 3Y | +1,461.7% | +24.7% | +1,437.0% | +1,351.6% |
| 5Y | +404.1% | +13.6% | +390.5% | +356.5% |
| All | +537.8% | +85.0% | +452.7% | +467.7% |
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