+537.8%
ASTS vs SW
+81.1%
+456.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +7.3% | -5.1% | +12.4% | +8.5% |
| 30D | -8.9% | -4.6% | -4.3% | -7.9% |
| 3M | -41.9% | +9.4% | -51.3% | -43.3% |
| 6M | -40.6% | +3.5% | -44.1% | -41.5% |
| YTD | -14.2% | +22.0% | -36.2% | -18.9% |
| 1Y | +48.9% | +2.2% | +46.6% | +45.5% |
| 3Y | +1,461.7% | +19.6% | +1,442.1% | +1,365.0% |
| 5Y | +404.1% | -2.3% | +406.5% | +361.2% |
| All | +537.8% | +81.1% | +456.7% | +469.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling