-5.6%
SHOP vs ASTS
+400.6%
-406.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.1% | +7.3% | -12.4% | -6.3% |
| 30D | +0.6% | -8.9% | +9.5% | +1.7% |
| 3M | +25.0% | -41.9% | +67.0% | +33.5% |
| 6M | +11.9% | -40.6% | +52.5% | +15.7% |
| YTD | -9.9% | -14.2% | +4.3% | -14.7% |
| 1Y | 0.0% | +48.9% | -48.9% | -17.1% |
| 3Y | +117.5% | +1,461.7% | -1,344.2% | -13.9% |
| All | -5.6% | +400.6% | -406.2% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling