-4.9%
SHOP vs ASTS
-47.5%
+42.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.1% | +11.5% | +7.7% |
| 7D | -9.0% | -15.8% | +6.8% | -7.7% |
| 30D | -4.4% | -39.0% | +34.6% | -0.7% |
| 3M | +24.1% | -49.3% | +73.5% | +30.5% |
| 6M | +20.0% | -47.9% | +67.9% | +21.6% |
| YTD | -4.9% | -51.0% | +46.0% | -5.3% |
| 1Y | -4.9% | -49.2% | +44.2% | -7.8% |
| All | -4.9% | -47.5% | +42.6% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 1y: compounded portfolio wealth divided by compounded ASTS 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…
1y analysis · Full analysis span regression · 6 months rolling