+233.7%
ASTS vs SCHG
+223.9%
+9.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.6% |
| 7D | +0.8% | +2.7% | -1.9% | -1.8% |
| 30D | -22.6% | -5.2% | -17.5% | -16.3% |
| 3M | -54.4% | -5.2% | -49.3% | -50.4% |
| 6M | -56.4% | -0.6% | -55.8% | -54.4% |
| YTD | -55.1% | +4.7% | -59.8% | -55.2% |
| 1Y | -46.9% | +6.0% | -53.0% | -47.1% |
| 3Y | +715.0% | +78.9% | +636.1% | +430.6% |
| 5Y | +153.7% | +69.9% | +83.8% | +62.1% |
| All | +233.7% | +223.9% | +9.7% | +97.0% |
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