+274.8%
ASTS vs SCHW
+148.1%
+126.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +2.8% | -0.6% | +3.4% | +3.1% |
| 30D | -28.8% | -4.4% | -24.4% | -27.6% |
| 3M | -48.9% | -13.6% | -35.3% | -46.0% |
| 6M | -55.6% | +5.9% | -61.6% | -57.9% |
| YTD | -49.6% | -6.2% | -43.4% | -49.3% |
| 1Y | -46.1% | -2.2% | -43.8% | -46.4% |
| 3Y | +749.7% | +76.9% | +672.8% | +548.1% |
| 5Y | +193.2% | +21.6% | +171.6% | +152.8% |
| All | +274.8% | +148.1% | +126.7% | +209.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling