+431.2%
ASTS vs SWKS
-53.5%
+484.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -1.9% |
| 7D | +7.3% | +12.5% | -5.2% | -0.1% |
| 30D | -8.9% | +10.5% | -19.4% | -14.2% |
| 3M | -41.9% | -7.4% | -34.5% | -39.3% |
| 6M | -40.6% | +32.7% | -73.3% | -50.6% |
| YTD | -14.2% | +19.2% | -33.4% | -24.9% |
| 1Y | +48.9% | +2.4% | +46.5% | +43.8% |
| 3Y | +1,461.7% | -25.6% | +1,487.3% | +1,612.8% |
| All | +431.2% | -53.5% | +484.7% | +792.4% |
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