+1,504.6%
ASTS vs SCHG
+85.5%
+1,419.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -4.3% |
| 7D | 0.0% | -0.9% | +0.9% | +1.6% |
| 30D | -9.2% | -2.3% | -6.9% | -5.1% |
| 3M | -29.6% | +4.5% | -34.2% | -34.2% |
| 6M | -30.5% | +13.6% | -44.0% | -43.2% |
| YTD | -14.1% | +7.6% | -21.6% | -22.5% |
| 1Y | +69.1% | +13.0% | +56.1% | +44.2% |
| All | +1,504.6% | +85.5% | +1,419.2% | +735.3% |
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 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