-55.8%
ASTS vs SWKS
+22.0%
-77.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.2% | -14.4% |
| 7D | -29.9% | -9.2% | -20.7% | -27.2% |
| 30D | -52.2% | -1.9% | -50.2% | -51.4% |
| 3M | -55.8% | +21.2% | -77.1% | -64.6% |
| All | -55.8% | +22.0% | -77.8% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 3mo: compounded portfolio wealth divided by compounded SWKS 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…
3mo analysis · Full analysis span regression · Available span rolling