+353.8%
SHOP vs ASTS
+209.1%
+144.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -15.2% | +9.2% | -3.7% |
| 7D | -13.9% | -29.9% | +16.0% | -9.2% |
| 30D | -12.6% | -52.2% | +39.6% | -2.5% |
| 3M | -0.3% | -55.8% | +55.5% | +11.9% |
| 6M | +33.6% | -52.7% | +86.3% | +42.2% |
| YTD | -10.7% | -58.4% | +47.7% | -5.7% |
| 1Y | -11.8% | -57.1% | +45.3% | -8.6% |
| 3Y | +133.9% | +629.5% | -495.6% | +15.6% |
| 5Y | -5.9% | +147.7% | -153.7% | -48.9% |
| All | +353.8% | +209.1% | +144.7% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling