-6.3%
SHOP vs ASTS
-49.4%
+43.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | -1.1% |
| 7D | +2.1% | +14.2% | -12.1% | +0.8% |
| 30D | -16.8% | -26.7% | +9.8% | -14.9% |
| 3M | -2.4% | -53.6% | +51.2% | +3.2% |
| 6M | +47.0% | -52.7% | +99.7% | +51.1% |
| YTD | -8.8% | -52.5% | +43.7% | -9.1% |
| 1Y | -6.3% | -46.5% | +40.2% | -12.0% |
| All | -6.3% | -49.4% | +43.1% | -12.0% |
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