+512.7%
ASTS vs SCHG
+234.2%
+278.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -1.1% |
| 7D | -3.9% | -1.0% | -2.9% | -2.8% |
| 30D | -19.4% | -1.3% | -18.2% | -18.2% |
| 3M | -38.6% | +5.4% | -44.1% | -41.5% |
| 6M | -32.1% | +14.4% | -46.6% | -40.0% |
| YTD | -17.6% | +8.0% | -25.6% | -22.3% |
| 1Y | +56.0% | +12.7% | +43.3% | +43.5% |
| 3Y | +1,438.8% | +85.6% | +1,353.2% | +842.2% |
| 5Y | +412.9% | +85.5% | +327.4% | +204.9% |
| All | +512.7% | +234.2% | +278.5% | +241.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling