+146.4%
SHOP vs ASTS
+688.5%
-542.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.1% | -3.5% | +2.9% |
| 7D | -5.4% | -21.1% | +15.6% | -3.4% |
| 30D | -10.3% | -46.7% | +36.4% | -5.1% |
| 3M | +1.0% | -52.0% | +53.0% | +7.6% |
| 6M | +41.2% | -54.3% | +95.5% | +47.5% |
| YTD | -7.5% | -55.5% | +48.0% | -4.6% |
| 1Y | -4.6% | -50.5% | +45.9% | -3.5% |
| 3Y | +146.4% | +706.2% | -559.8% | +111.3% |
| All | +146.4% | +688.5% | -542.1% | +111.3% |
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