-49.2%
ASTS vs SCHW
+1.9%
-51.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.6% | -8.7% | -4.7% |
| 7D | -15.8% | +5.2% | -21.0% | -16.4% |
| 30D | -39.0% | -4.7% | -34.4% | -38.4% |
| 3M | -49.3% | -11.9% | -37.4% | -48.2% |
| 6M | -47.9% | +2.7% | -50.7% | -50.1% |
| YTD | -51.0% | -5.6% | -45.3% | -52.3% |
| 1Y | -49.2% | +0.8% | -49.9% | -58.8% |
| All | -49.2% | +1.9% | -51.1% | -58.8% |
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