+48.9%
ASTS vs SCHG
+16.6%
+32.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +2.6% |
| 7D | +7.3% | -0.7% | +8.0% | +9.4% |
| 30D | -8.9% | +0.2% | -9.1% | -9.4% |
| 3M | -41.9% | +2.2% | -44.2% | -44.3% |
| 6M | -40.6% | +15.0% | -55.6% | -57.5% |
| YTD | -14.2% | +9.2% | -23.4% | -29.2% |
| 1Y | +48.9% | +15.7% | +33.1% | +12.8% |
| All | +48.9% | +16.6% | +32.2% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling