-0.5%
SHOP vs ASTS
+171.7%
-172.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.7% | +5.1% | -2.2% |
| 7D | +2.8% | -9.3% | +12.1% | +4.2% |
| 30D | -14.2% | -33.9% | +19.7% | -8.7% |
| 3M | -5.5% | -51.0% | +45.5% | +4.7% |
| 6M | +32.8% | -55.1% | +87.9% | +43.6% |
| YTD | -8.9% | -53.6% | +44.7% | -5.6% |
| 1Y | -7.7% | -51.0% | +43.2% | -6.7% |
| 3Y | +139.0% | +681.7% | -542.7% | +8.8% |
| 5Y | -0.5% | +182.4% | -182.9% | -46.5% |
| All | -0.5% | +171.7% | -172.2% | -46.5% |
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