+513.2%
ASTS vs SCHG
+231.3%
+281.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.5% |
| 7D | -3.6% | -2.7% | -0.8% | -0.5% |
| 30D | -16.4% | -2.2% | -14.1% | -14.1% |
| 3M | -31.4% | +6.2% | -37.6% | -35.0% |
| 6M | -31.6% | +13.4% | -44.9% | -38.9% |
| YTD | -17.5% | +7.1% | -24.6% | -21.4% |
| 1Y | +59.4% | +12.5% | +46.9% | +47.1% |
| 3Y | +1,460.2% | +86.2% | +1,374.0% | +855.3% |
| 5Y | +413.4% | +83.9% | +329.4% | +208.1% |
| All | +513.2% | +231.3% | +281.9% | +245.3% |
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