+137.9%
SHOP vs ASTS
+636.6%
-498.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -15.2% | +9.2% | -4.6% |
| 7D | -13.9% | -29.9% | +16.0% | -11.0% |
| 30D | -12.6% | -52.2% | +39.6% | -6.5% |
| 3M | -0.3% | -55.8% | +55.5% | +7.0% |
| 6M | +33.6% | -52.7% | +86.3% | +38.8% |
| YTD | -10.7% | -58.4% | +47.7% | -7.3% |
| 1Y | -11.8% | -57.1% | +45.3% | -9.5% |
| All | +137.9% | +636.6% | -498.7% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling