+537.8%
ASTS vs SWK
-21.6%
+559.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +7.3% | -0.4% | +7.8% | +7.6% |
| 30D | -8.9% | -5.7% | -3.2% | -6.6% |
| 3M | -41.9% | +24.1% | -66.0% | -46.4% |
| 6M | -40.6% | +24.7% | -65.3% | -45.4% |
| YTD | -14.2% | +33.9% | -48.2% | -23.5% |
| 1Y | +48.9% | +34.7% | +14.2% | +32.7% |
| 3Y | +1,461.7% | +15.3% | +1,446.4% | +1,336.5% |
| 5Y | +404.1% | -39.3% | +443.4% | +381.7% |
| All | +537.8% | -21.6% | +559.4% | +504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling