+147.7%
ASTS vs SWKS
-44.4%
+192.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.2% | -14.0% |
| 7D | -29.9% | -9.2% | -20.7% | -25.5% |
| 30D | -52.2% | -1.9% | -50.2% | -51.3% |
| 3M | -55.8% | +21.2% | -77.1% | -61.5% |
| 6M | -52.7% | +12.9% | -65.6% | -57.4% |
| YTD | -58.4% | +30.7% | -89.2% | -66.3% |
| 1Y | -57.1% | +14.1% | -71.2% | -61.9% |
| 3Y | +629.5% | -1.7% | +631.2% | +537.0% |
| 5Y | +147.7% | -43.0% | +190.7% | +210.9% |
| All | +147.7% | -44.4% | +192.1% | +210.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling