+537.8%
ASTS vs SCHG
+237.7%
+300.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.3% |
| 7D | +7.3% | -0.7% | +8.0% | +8.2% |
| 30D | -8.9% | +0.2% | -9.1% | -9.0% |
| 3M | -41.9% | +2.2% | -44.2% | -42.4% |
| 6M | -40.6% | +15.0% | -55.6% | -47.8% |
| YTD | -14.2% | +9.2% | -23.4% | -20.0% |
| 1Y | +48.9% | +15.7% | +33.1% | +33.0% |
| 3Y | +1,461.7% | +87.3% | +1,374.4% | +846.1% |
| 5Y | +404.1% | +84.5% | +319.7% | +197.3% |
| All | +537.8% | +237.7% | +300.1% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling