+425.9%
ASTS vs SCHG
+82.0%
+343.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -4.5% |
| 7D | 0.0% | -0.9% | +0.9% | +1.4% |
| 30D | -9.2% | -2.3% | -6.9% | -5.6% |
| 3M | -29.6% | +4.5% | -34.2% | -33.5% |
| 6M | -30.5% | +13.6% | -44.0% | -41.7% |
| YTD | -14.1% | +7.6% | -21.6% | -21.2% |
| 1Y | +69.1% | +13.0% | +56.1% | +47.3% |
| 3Y | +1,525.5% | +87.0% | +1,438.5% | +609.2% |
| 5Y | +425.9% | +82.9% | +343.0% | +152.4% |
| All | +425.9% | +82.0% | +343.8% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling