+264.6%
ASTS vs SW
+78.5%
+186.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -5.0% |
| 7D | -15.8% | +12.1% | -27.8% | -17.9% |
| 30D | -39.0% | +6.6% | -45.6% | -40.0% |
| 3M | -49.3% | -6.0% | -43.3% | -48.7% |
| 6M | -47.9% | +21.5% | -69.4% | -50.3% |
| YTD | -51.0% | +20.3% | -71.3% | -53.6% |
| 1Y | -49.2% | +28.1% | -77.3% | -52.5% |
| 3Y | +760.4% | +51.6% | +708.8% | +683.9% |
| 5Y | +185.6% | -0.1% | +185.8% | +161.4% |
| All | +264.6% | +78.5% | +186.1% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling