+742.2%
ASTS vs SCHG
+78.3%
+664.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -7.3% |
| 7D | -9.3% | -1.3% | -8.0% | -5.6% |
| 30D | -33.9% | -7.9% | -26.0% | -20.5% |
| 3M | -51.0% | -5.4% | -45.6% | -43.9% |
| 6M | -55.1% | -0.6% | -54.5% | -52.2% |
| YTD | -53.6% | +4.1% | -57.7% | -54.3% |
| 1Y | -51.0% | +2.8% | -53.8% | -49.8% |
| All | +742.2% | +78.3% | +664.0% | +546.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling