+209.1%
ASTS vs SWK
-6.4%
+215.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.6% | -12.6% | -14.3% |
| 7D | -29.9% | +11.3% | -41.1% | -33.0% |
| 30D | -52.2% | +28.1% | -80.2% | -56.7% |
| 3M | -55.8% | +12.6% | -68.4% | -58.0% |
| 6M | -52.7% | +51.7% | -104.4% | -59.7% |
| YTD | -58.4% | +60.0% | -118.4% | -65.6% |
| 1Y | -57.1% | +72.7% | -129.8% | -65.2% |
| 3Y | +629.5% | +46.3% | +583.2% | +513.7% |
| 5Y | +147.7% | -24.6% | +172.4% | +119.5% |
| All | +209.1% | -6.4% | +215.5% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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