+653.1%
ASTS vs SWKS
-1.9%
+655.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.2% | -14.2% |
| 7D | -29.9% | -9.2% | -20.7% | -26.3% |
| 30D | -52.2% | -1.9% | -50.2% | -51.4% |
| 3M | -55.8% | +21.2% | -77.1% | -60.5% |
| 6M | -52.7% | +12.9% | -65.6% | -56.4% |
| YTD | -58.4% | +30.7% | -89.2% | -64.5% |
| 1Y | -57.1% | +14.1% | -71.2% | -60.7% |
| All | +653.1% | -1.9% | +655.0% | +567.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling