+788.3%
ASTS vs SWK
+50.4%
+737.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +13.1% | -17.2% | -10.9% |
| 7D | -15.8% | +17.9% | -33.7% | -23.8% |
| 30D | -39.0% | +31.9% | -71.0% | -48.4% |
| 3M | -49.3% | +16.6% | -65.9% | -53.9% |
| 6M | -47.9% | +61.1% | -109.1% | -60.7% |
| YTD | -51.0% | +64.2% | -115.2% | -64.0% |
| 1Y | -49.2% | +85.2% | -134.4% | -64.9% |
| All | +788.3% | +50.4% | +737.9% | +531.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling