+380.0%
SHOP vs ASTS
+277.6%
+102.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +14.1% | -12.0% | -0.1% |
| 7D | -2.7% | +1.5% | -4.2% | -3.2% |
| 30D | -11.0% | -27.6% | +16.6% | -6.9% |
| 3M | +0.3% | -48.7% | +49.0% | +9.9% |
| 6M | +37.7% | -50.8% | +88.6% | +46.5% |
| YTD | -5.5% | -49.2% | +43.7% | -3.4% |
| 1Y | -0.2% | -46.7% | +46.5% | -0.2% |
| 3Y | +151.9% | +793.2% | -641.3% | +20.5% |
| 5Y | -2.2% | +195.6% | -197.8% | -48.4% |
| All | +380.0% | +277.6% | +102.5% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling