-6.1%
SHOP vs ASTS
-46.0%
+40.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +1.0% |
| 7D | -2.5% | +2.8% | -5.3% | -2.9% |
| 30D | -16.7% | -28.8% | +12.1% | -14.6% |
| 3M | -2.2% | -48.9% | +46.7% | +2.5% |
| 6M | +45.6% | -55.6% | +101.2% | +51.0% |
| YTD | -7.3% | -49.6% | +42.3% | -8.1% |
| 1Y | -6.1% | -46.1% | +40.0% | -11.6% |
| All | -6.1% | -46.0% | +40.0% | -11.6% |
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