+48.9%
ASTS vs SCHW
+14.3%
+34.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +7.3% | -0.8% | +8.1% | +7.5% |
| 30D | -8.9% | +1.5% | -10.3% | -9.2% |
| 3M | -41.9% | +24.6% | -66.5% | -45.9% |
| 6M | -40.6% | +14.5% | -55.1% | -42.4% |
| YTD | -14.2% | +10.5% | -24.7% | -12.9% |
| 1Y | +48.9% | +13.4% | +35.5% | +40.2% |
| All | +48.9% | +14.3% | +34.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling