0.0%
SHOP vs ASTS
+37.2%
-37.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.1% | +7.3% | -12.4% | -5.7% |
| 30D | +0.6% | -8.9% | +9.5% | +1.1% |
| 3M | +25.0% | -41.9% | +67.0% | +30.4% |
| 6M | +11.9% | -40.6% | +52.5% | +14.2% |
| YTD | -9.9% | -14.2% | +4.3% | -13.6% |
| 1Y | 0.0% | +48.9% | -48.9% | -10.6% |
| All | 0.0% | +37.2% | -37.3% | -10.6% |
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